Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach

Autores
Traversaro Varela, Francisco; Redelico, Francisco Oscar; Risk, Marcelo; Frery, Alejandro César; Rosso, Osvaldo Aníbal
Año de publicación
2018
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
In 2002, Bandt and Pompe [Phys. Rev. Lett. 88, 174102 (2002)] introduced a successfully symbolic encoding scheme based on the ordinal relation between the amplitude of neighboring values of a given data sequence, from which the permutation entropy can be evaluated. Equalities in the analyzed sequence, for example, repeated equal values, deserve special attention and treatment as was shown recently by Zunino and co-workers [Phys. Lett. A 381, 1883 (2017)]. A significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. In the present contribution, we review the different existing methodologies for treating time series with tied values by classifying them according to their different strategies. In addition, a novel data-driven imputation is presented that proves to outperform the existing methodologies and avoid the false conclusions pointed by Zunino and co-workers.
Fil: Traversaro Varela, Francisco. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de Lanús; Argentina
Fil: Redelico, Francisco Oscar. Hospital Italiano; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de Quilmes; Argentina
Fil: Risk, Marcelo. Hospital Italiano; Argentina. Instituto Tecnológico de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Frery, Alejandro César. Universidade Federal de Alagoas; Brasil
Fil: Rosso, Osvaldo Aníbal. Hospital Italiano; Argentina. Universidade Federal de Alagoas; Brasil. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de Los Andes; Chile
Materia
TIME SERIES ANALYSIS
TIED VALUES
BANDT-POMPE PDF
DATA-DRIVEN APPROACH
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/99331
Acceder
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network_name_str CONICET Digital (CONICET)
spelling Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approachTraversaro Varela, FranciscoRedelico, Francisco OscarRisk, MarceloFrery, Alejandro CésarRosso, Osvaldo AníbalTIME SERIES ANALYSISTIED VALUESBANDT-POMPE PDFDATA-DRIVEN APPROACHhttps://purl.org/becyt/ford/1.3https://purl.org/becyt/ford/1In 2002, Bandt and Pompe [Phys. Rev. Lett. 88, 174102 (2002)] introduced a successfully symbolic encoding scheme based on the ordinal relation between the amplitude of neighboring values of a given data sequence, from which the permutation entropy can be evaluated. Equalities in the analyzed sequence, for example, repeated equal values, deserve special attention and treatment as was shown recently by Zunino and co-workers [Phys. Lett. A 381, 1883 (2017)]. A significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. In the present contribution, we review the different existing methodologies for treating time series with tied values by classifying them according to their different strategies. In addition, a novel data-driven imputation is presented that proves to outperform the existing methodologies and avoid the false conclusions pointed by Zunino and co-workers.Fil: Traversaro Varela, Francisco. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de Lanús; ArgentinaFil: Redelico, Francisco Oscar. Hospital Italiano; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de Quilmes; ArgentinaFil: Risk, Marcelo. Hospital Italiano; Argentina. Instituto Tecnológico de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Frery, Alejandro César. Universidade Federal de Alagoas; BrasilFil: Rosso, Osvaldo Aníbal. Hospital Italiano; Argentina. Universidade Federal de Alagoas; Brasil. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de Los Andes; ChileAmerican Institute of Physics2018-07info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/99331Traversaro Varela, Francisco; Redelico, Francisco Oscar; Risk, Marcelo; Frery, Alejandro César; Rosso, Osvaldo Aníbal; Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach; American Institute of Physics; Chaos; 28; 7; 7-2018; 1-14; 0755021054-1500CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/http://aip.scitation.org/doi/10.1063/1.5022021info:eu-repo/semantics/altIdentifier/doi/10.1063/1.5022021info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-10-15T15:23:05Zoai:ri.conicet.gov.ar:11336/99331instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-10-15 15:23:05.526CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
title Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
spellingShingle Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
Traversaro Varela, Francisco
TIME SERIES ANALYSIS
TIED VALUES
BANDT-POMPE PDF
DATA-DRIVEN APPROACH
title_short Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
title_full Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
title_fullStr Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
title_full_unstemmed Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
title_sort Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
dc.creator.none.fl_str_mv Traversaro Varela, Francisco
Redelico, Francisco Oscar
Risk, Marcelo
Frery, Alejandro César
Rosso, Osvaldo Aníbal
author Traversaro Varela, Francisco
author_facet Traversaro Varela, Francisco
Redelico, Francisco Oscar
Risk, Marcelo
Frery, Alejandro César
Rosso, Osvaldo Aníbal
author_role author
author2 Redelico, Francisco Oscar
Risk, Marcelo
Frery, Alejandro César
Rosso, Osvaldo Aníbal
author2_role author
author
author
author
dc.subject.none.fl_str_mv TIME SERIES ANALYSIS
TIED VALUES
BANDT-POMPE PDF
DATA-DRIVEN APPROACH
topic TIME SERIES ANALYSIS
TIED VALUES
BANDT-POMPE PDF
DATA-DRIVEN APPROACH
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.3
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv In 2002, Bandt and Pompe [Phys. Rev. Lett. 88, 174102 (2002)] introduced a successfully symbolic encoding scheme based on the ordinal relation between the amplitude of neighboring values of a given data sequence, from which the permutation entropy can be evaluated. Equalities in the analyzed sequence, for example, repeated equal values, deserve special attention and treatment as was shown recently by Zunino and co-workers [Phys. Lett. A 381, 1883 (2017)]. A significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. In the present contribution, we review the different existing methodologies for treating time series with tied values by classifying them according to their different strategies. In addition, a novel data-driven imputation is presented that proves to outperform the existing methodologies and avoid the false conclusions pointed by Zunino and co-workers.
Fil: Traversaro Varela, Francisco. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de Lanús; Argentina
Fil: Redelico, Francisco Oscar. Hospital Italiano; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de Quilmes; Argentina
Fil: Risk, Marcelo. Hospital Italiano; Argentina. Instituto Tecnológico de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Frery, Alejandro César. Universidade Federal de Alagoas; Brasil
Fil: Rosso, Osvaldo Aníbal. Hospital Italiano; Argentina. Universidade Federal de Alagoas; Brasil. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de Los Andes; Chile
description In 2002, Bandt and Pompe [Phys. Rev. Lett. 88, 174102 (2002)] introduced a successfully symbolic encoding scheme based on the ordinal relation between the amplitude of neighboring values of a given data sequence, from which the permutation entropy can be evaluated. Equalities in the analyzed sequence, for example, repeated equal values, deserve special attention and treatment as was shown recently by Zunino and co-workers [Phys. Lett. A 381, 1883 (2017)]. A significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. In the present contribution, we review the different existing methodologies for treating time series with tied values by classifying them according to their different strategies. In addition, a novel data-driven imputation is presented that proves to outperform the existing methodologies and avoid the false conclusions pointed by Zunino and co-workers.
publishDate 2018
dc.date.none.fl_str_mv 2018-07
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/99331
Traversaro Varela, Francisco; Redelico, Francisco Oscar; Risk, Marcelo; Frery, Alejandro César; Rosso, Osvaldo Aníbal; Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach; American Institute of Physics; Chaos; 28; 7; 7-2018; 1-14; 075502
1054-1500
CONICET Digital
CONICET
url http://hdl.handle.net/11336/99331
identifier_str_mv Traversaro Varela, Francisco; Redelico, Francisco Oscar; Risk, Marcelo; Frery, Alejandro César; Rosso, Osvaldo Aníbal; Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach; American Institute of Physics; Chaos; 28; 7; 7-2018; 1-14; 075502
1054-1500
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/http://aip.scitation.org/doi/10.1063/1.5022021
info:eu-repo/semantics/altIdentifier/doi/10.1063/1.5022021
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
application/pdf
application/pdf
dc.publisher.none.fl_str_mv American Institute of Physics
publisher.none.fl_str_mv American Institute of Physics
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1846083377595154432
score 13.22299

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