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

Felipe Olivares, Luciano Zunino, DARIO GABRIEL PEREZ

Resultado de la investigación: Contribución a una revistaArtículorevisión exhaustiva

3 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Número de artículo122100
PublicaciónPhysica A: Statistical Mechanics and its Applications
Volumen534
DOI
EstadoPublicada - 15 nov 2019

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