Permutations and time series analysis
Chaos 19, 043103 (2009); doi:10.1063/1.3238256
Published 13 October 2009
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The main aim of this paper is to show how the use of permutations can be useful in the study of time series analysis. In particular, we introduce a test for checking the independence of a time series which is based on the number of admissible permutations on it. The main improvement in our tests is that we are able to give a theoretical distribution for independent time series.
©2009 American Institute of Physics
| History: | Received 18 February 2009; accepted 5 September 2009; published 13 October 2009 |
| Permalink: |
http://link.aip.org/link/?CHAOEH/19/043103/1 |
KEYWORDS and PACS
PUBLICATION DATA
1054-1500 (print)
1089-7682 (online)
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