Revisiting the decay of missing ordinal patterns in long-term correlated time series

Felipe Olivares, Luciano Zunino, Dario G. Pérez

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

We revisit the decay of missing ordinal patterns in long-term correlated time series. More precisely, a stretched exponential model is proposed to describe more appropriately how the number of missing ordinal patterns decreases as a function of the time series length in the case of correlated stochastic data. Numerical analysis and experimental applications confirm that this generalized model allows a more accurate characterization of the underlying dynamics and a reliable quantification of the long-range temporal correlations.

Original languageEnglish
Article number122100
JournalPhysica A: Statistical Mechanics and its Applications
Volume534
DOIs
StatePublished - 15 Nov 2019
Externally publishedYes

Keywords

  • Bandt and pompe symbolization technique
  • Long-range correlated stochastic processes
  • Missing ordinal patterns
  • Stretched exponential model

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