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
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/99331
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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 Técnicas2025-09-29T10:25:56Zoai: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:34982025-09-29 10:25:56.61CONICET 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 |
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1844614259390021632 |
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13.070432 |