Random Walk Null Models for Time Series Data
Permutation entropy has become a standard tool for time series analysis that exploits the temporal and ordinal relationships within data. Motivated by a Kullback–Leibler divergence interpretation of permutation entropy as divergence from white noise, we extend pattern-based methods to the setting of...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2017-11-01
|
| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/19/11/615 |