A new coding system to test independence of time series-Reference-Cited by-同舟云学术

A new coding system to test independence of time series

Published:2023-01-01 Issue:1 Volume:33 Page:
ISSN:1054-1500
Container-title:Chaos: An Interdisciplinary Journal of Nonlinear Science
language:en
Short-container-title:

Author:

Cánovas J. S.¹^ORCID,Guillamón A.¹^ORCID,Ruiz-Abellón M. C.¹^ORCID

Affiliation:

1. Departamento de Matemática Aplicada y Estadística, Universidad Politécnica de Cartagena , 30202 Cartagena, Spain

Abstract

We introduce a new codification on a time series that combines permutations and another symbol containing quantitative information. With these new codes, we construct a new test to determine whether a time series is independent and identically distributed. We compare our results with those obtained with tests based only on permutations. Our results show that the new test produces better results than those based only on permutations.

Publisher

AIP Publishing

Subject

Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics

Link

https://pubs.aip.org/aip/cha/article-pdf/doi/10.1063/5.0132097/16758912/013122_1_online.pdf

Reference14 articles.

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