Search Results - subject:"Permutation entropy"

An information-based tool for inferring the nature of deterministic sources in real data

Ribeiro, A.S.; Riera, R. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 20, pp. 5053-5064

, by recourse to information-theory quantifiers. We evaluate in detail the permutation entropy (PE) and the permutation …

Persistent link: https://www.econbiz.de/10010872701

Comment on: A new test for chaos and determinism based on symbolic dynamics

Elsinger, Helmut - In: Journal of Economic Behavior & Organization 91 (2013) C, pp. 131-138

In a recent paper Matilla-García and Marín (2010) propose a novel test to determine whether the dynamics of a time series are generated by a deterministic or a stochastic process. The results presented in the paper need some clarifications.

Persistent link: https://www.econbiz.de/10011048225

Comment on: A non-parametric spatial independence test using symbolic entropy

Elsinger, Helmut - In: Regional Science and Urban Economics 43 (2013) 5, pp. 838-840

In a recent paper López et al. (2010) introduce a new test for spatial independence. The test is a generalization of tests developed in Matilla-García (2007) and Matilla-García and Marín (2008). The results derived need some clarification.

Persistent link: https://www.econbiz.de/10011052393

Permutation entropy and detrend fluctuation analysis for the natural complexity of cardiac heart interbeat signals

Taherkhani, Farid; Rahmani, Maryam; Taherkhani, Fariborz; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 14, pp. 3106-3112

We compute fractal dimension and permutation entropy for healthy and people who have experienced heart failure. Our … result shows that permutation entropy is a suitable approach as well as detrend fluctuation analysis (DFA). The result of DFA … shows that the fractal dimensions for healthy and heart failure are different as well as the permutation entropy result. The …

Persistent link: https://www.econbiz.de/10010666230

Comment on: A non-parametric spatial independence test using symbolic entropy

Elsinger, Helmut - In: Regional science & urban economics 43 (2013) 5, pp. 838-840

Persistent link: https://www.econbiz.de/10010237447

The Tsallis-complexity of a semiclassical time-evolution

Kowalski, A.M.; Plastino, A. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 22, pp. 5375-5383

–Pompe symbolic technique [C. Bandt, B. Pompe, Permutation entropy: a natural complexity measure for time series, Phys. Rev. Lett. 88 …

Persistent link: https://www.econbiz.de/10011059766

On the efficiency of sovereign bond markets

Zunino, Luciano; Fernández Bariviera, Aurelio; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 18, pp. 4342-4349

by major rating companies to the sovereign instruments. Additionally, we find a correlation between permutation entropy …

Persistent link: https://www.econbiz.de/10011063812

Complexity–entropy causality plane: A useful approach for distinguishing songs

Ribeiro, Haroldo V.; Zunino, Luciano; Mendes, Renio S.; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 7, pp. 2421-2428

aiming to obtain a complexity hierarchy. Our approach is based on the estimation of the permutation entropy combined with an …

Persistent link: https://www.econbiz.de/10010590217

Commodity predictability analysis with a permutation information theory approach

Zunino, Luciano; Tabak, Benjamin M.; Serinaldi, Francesco; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 5, pp. 876-890

quantify the stock market inefficiency, Physica A 389 (2010) 1891–1901]. By estimating the permutation entropy and permutation …

Persistent link: https://www.econbiz.de/10011062145

Forbidden patterns, permutation entropy and stock market inefficiency

Zunino, Luciano; Zanin, Massimiliano; Tabak, Benjamin M.; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 14, pp. 2854-2864

the normalized permutation entropy. They are model-independent measures, thus they have more general applicability. We … negatively correlated with the permutation entropy. Our empirical results suggest that these two physical tools are useful to …

Persistent link: https://www.econbiz.de/10011061026