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.
|Número de artículo||122100|
|Publicación||Physica A: Statistical Mechanics and its Applications|
|Estado||Publicada - 15 nov. 2019|