Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series

Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series

The focus of this paper is an information theoretic-symbolic logic approach to extract information from complex economic systems and unlock its dynamic content. Permutation Entropy (PE) is used to capture the permutation patterns-ordinal relations among the individual values of a given time series;...

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Bibliographic Details
Main Authors: Miguel Henry, George Judge
Format: Article
Language:English
Published: MDPI AG 2019-03-01
Series:Econometrics
Subjects:
Cressie-Read divergence
information theoretic methods
complexity
nonparametric econometrics
permutation entropy
nonlinear time series
symbolic logic
Online Access:http://www.mdpi.com/2225-1146/7/1/10

Internet

http://www.mdpi.com/2225-1146/7/1/10

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