TY - JOUR
T1 - Revisiting the decay of missing ordinal patterns in long-term correlated time series
AU - Olivares, Felipe
AU - Zunino, Luciano
AU - Pérez, Dario G.
N1 - Publisher Copyright:
© 2019 Elsevier B.V.
PY - 2019/11/15
Y1 - 2019/11/15
N2 - 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.
AB - 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.
KW - Bandt and pompe symbolization technique
KW - Long-range correlated stochastic processes
KW - Missing ordinal patterns
KW - Stretched exponential model
UR - http://www.scopus.com/inward/record.url?scp=85069884962&partnerID=8YFLogxK
U2 - 10.1016/j.physa.2019.122100
DO - 10.1016/j.physa.2019.122100
M3 - Article
AN - SCOPUS:85069884962
SN - 0378-4371
VL - 534
JO - Physica A: Statistical Mechanics and its Applications
JF - Physica A: Statistical Mechanics and its Applications
M1 - 122100
ER -