info:eu-repo/semantics/article
Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
Fecha
2018-07Registro en:
Traversaro Varela, Francisco; Redelico, Francisco Oscar; Risk, Marcelo; Frery, Alejandro César; Rosso, Osvaldo Aníbal; Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach; American Institute of Physics; Chaos; 28; 7; 7-2018; 1-14; 075502
1054-1500
CONICET Digital
CONICET
Autor
Traversaro Varela, Francisco
Redelico, Francisco Oscar
Risk, Marcelo
Frery, Alejandro César
Rosso, Osvaldo Aníbal
Resumen
In 2002, Bandt and Pompe [Phys. Rev. Lett. 88, 174102 (2002)] introduced a successfully symbolic encoding scheme based on the ordinal relation between the amplitude of neighboring values of a given data sequence, from which the permutation entropy can be evaluated. Equalities in the analyzed sequence, for example, repeated equal values, deserve special attention and treatment as was shown recently by Zunino and co-workers [Phys. Lett. A 381, 1883 (2017)]. A significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. In the present contribution, we review the different existing methodologies for treating time series with tied values by classifying them according to their different strategies. In addition, a novel data-driven imputation is presented that proves to outperform the existing methodologies and avoid the false conclusions pointed by Zunino and co-workers.