Order Patterns in Time Series

170 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Permutation Entropy and Its Main Biomedical and Econophysics Applications: A Review (2012, background): “Moreover, analytical expressions can be derived [29] for some stochastic processes ( i.e. , fractional Brownian motion for PDF’s based on ordinal patterns with length 2 ≤ D ≤ 4 ).”
Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency (2010, unknown): “[29,58,61] for further details.”
Complexity–entropy analysis of daily stream flow time series in the continental United States (2014, methodology): “…long range dependence of a process (e.g., Beran 1994), and characterizes important theoretical stochastic processes, such as fGn and the corresponding fBm. Bandt and Shiha (2007) showed that some analytical relationships do exist between H and the probability distribution P = {p(pi), i = 1, …, D!}”