Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions

Autores
Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Scholkmann, Felix; Rosso, Osvaldo Aníbal
Año de publicación
2017
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
A symbolic encoding scheme, based on the ordinal relation between the amplitude of neighboring values of a given data sequence, should be implemented before estimating the permutation entropy. Consequently, equalities in the analyzed signal, i.e. repeated equal values, deserve special attention and treatment. In this work, we carefully study the effect that the presence of equalities has on permutation entropy estimated values when these ties are symbolized, as it is commonly done, according to their order of appearance. On the one hand, the analysis of computer-generated time series is initially developed to understand the incidence of repeated values on permutation entropy estimations in controlled scenarios. The presence of temporal correlations is erroneously concluded when true pseudorandom time series with low amplitude resolutions are considered. On the other hand, the analysis of real-world data is included to illustrate how the presence of a significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts.
Fil: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Centro de Investigaciones Ópticas. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones Ópticas. Universidad Nacional de La Plata. Centro de Investigaciones Ópticas; Argentina. Universidad Nacional de La Plata. Facultad de Ingeniería. Departamento de Ciencias Básicas; Argentina
Fil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Pontificia Universidad Católica de Valparaíso; Chile
Fil: Scholkmann, Felix. Research Office for Complex Physical and Biological Systems; Suiza. Universitat Zurich; Suiza
Fil: Rosso, Osvaldo Aníbal. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de los Andes. Facultad de Ingeniería y Ciencias Aplicadas. Complex Systems Group; Chile. Universidade Federal de Alagoas; Brasil. Instituto Tecnológico de Buenos Aires; Argentina
Materia
Equalities
Permutation Entropy
Spurious Temporal Correlations
Time Series Analysis
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:11336/49268
Acceder
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network_name_str CONICET Digital (CONICET)
spelling Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusionsZunino, Luciano JoséOlivares Zamora, Felipe EstebanScholkmann, FelixRosso, Osvaldo AníbalEqualitiesPermutation EntropySpurious Temporal CorrelationsTime Series Analysishttps://purl.org/becyt/ford/1.3https://purl.org/becyt/ford/1A symbolic encoding scheme, based on the ordinal relation between the amplitude of neighboring values of a given data sequence, should be implemented before estimating the permutation entropy. Consequently, equalities in the analyzed signal, i.e. repeated equal values, deserve special attention and treatment. In this work, we carefully study the effect that the presence of equalities has on permutation entropy estimated values when these ties are symbolized, as it is commonly done, according to their order of appearance. On the one hand, the analysis of computer-generated time series is initially developed to understand the incidence of repeated values on permutation entropy estimations in controlled scenarios. The presence of temporal correlations is erroneously concluded when true pseudorandom time series with low amplitude resolutions are considered. On the other hand, the analysis of real-world data is included to illustrate how the presence of a significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts.Fil: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Centro de Investigaciones Ópticas. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones Ópticas. Universidad Nacional de La Plata. Centro de Investigaciones Ópticas; Argentina. Universidad Nacional de La Plata. Facultad de Ingeniería. Departamento de Ciencias Básicas; ArgentinaFil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Pontificia Universidad Católica de Valparaíso; ChileFil: Scholkmann, Felix. Research Office for Complex Physical and Biological Systems; Suiza. Universitat Zurich; SuizaFil: Rosso, Osvaldo Aníbal. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de los Andes. Facultad de Ingeniería y Ciencias Aplicadas. Complex Systems Group; Chile. Universidade Federal de Alagoas; Brasil. Instituto Tecnológico de Buenos Aires; ArgentinaElsevier Science2017-06info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/49268Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Scholkmann, Felix; Rosso, Osvaldo Aníbal; Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions; Elsevier Science; Physics Letters A; 381; 22; 6-2017; 1883-18920375-9601CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/doi/10.1016/j.physleta.2017.03.052info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0375960117303353info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:34:34Zoai:ri.conicet.gov.ar:11336/49268instacron: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 09:34:34.343CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
title Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
spellingShingle Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
Zunino, Luciano José
Equalities
Permutation Entropy
Spurious Temporal Correlations
Time Series Analysis
title_short Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
title_full Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
title_fullStr Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
title_full_unstemmed Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
title_sort Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
dc.creator.none.fl_str_mv Zunino, Luciano José
Olivares Zamora, Felipe Esteban
Scholkmann, Felix
Rosso, Osvaldo Aníbal
author Zunino, Luciano José
author_facet Zunino, Luciano José
Olivares Zamora, Felipe Esteban
Scholkmann, Felix
Rosso, Osvaldo Aníbal
author_role author
author2 Olivares Zamora, Felipe Esteban
Scholkmann, Felix
Rosso, Osvaldo Aníbal
author2_role author
author
author
dc.subject.none.fl_str_mv Equalities
Permutation Entropy
Spurious Temporal Correlations
Time Series Analysis
topic Equalities
Permutation Entropy
Spurious Temporal Correlations
Time Series Analysis
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.3
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv A symbolic encoding scheme, based on the ordinal relation between the amplitude of neighboring values of a given data sequence, should be implemented before estimating the permutation entropy. Consequently, equalities in the analyzed signal, i.e. repeated equal values, deserve special attention and treatment. In this work, we carefully study the effect that the presence of equalities has on permutation entropy estimated values when these ties are symbolized, as it is commonly done, according to their order of appearance. On the one hand, the analysis of computer-generated time series is initially developed to understand the incidence of repeated values on permutation entropy estimations in controlled scenarios. The presence of temporal correlations is erroneously concluded when true pseudorandom time series with low amplitude resolutions are considered. On the other hand, the analysis of real-world data is included to illustrate how the presence of a significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts.
Fil: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Centro de Investigaciones Ópticas. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones Ópticas. Universidad Nacional de La Plata. Centro de Investigaciones Ópticas; Argentina. Universidad Nacional de La Plata. Facultad de Ingeniería. Departamento de Ciencias Básicas; Argentina
Fil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Pontificia Universidad Católica de Valparaíso; Chile
Fil: Scholkmann, Felix. Research Office for Complex Physical and Biological Systems; Suiza. Universitat Zurich; Suiza
Fil: Rosso, Osvaldo Aníbal. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de los Andes. Facultad de Ingeniería y Ciencias Aplicadas. Complex Systems Group; Chile. Universidade Federal de Alagoas; Brasil. Instituto Tecnológico de Buenos Aires; Argentina
description A symbolic encoding scheme, based on the ordinal relation between the amplitude of neighboring values of a given data sequence, should be implemented before estimating the permutation entropy. Consequently, equalities in the analyzed signal, i.e. repeated equal values, deserve special attention and treatment. In this work, we carefully study the effect that the presence of equalities has on permutation entropy estimated values when these ties are symbolized, as it is commonly done, according to their order of appearance. On the one hand, the analysis of computer-generated time series is initially developed to understand the incidence of repeated values on permutation entropy estimations in controlled scenarios. The presence of temporal correlations is erroneously concluded when true pseudorandom time series with low amplitude resolutions are considered. On the other hand, the analysis of real-world data is included to illustrate how the presence of a significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts.
publishDate 2017
dc.date.none.fl_str_mv 2017-06
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/11336/49268
Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Scholkmann, Felix; Rosso, Osvaldo Aníbal; Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions; Elsevier Science; Physics Letters A; 381; 22; 6-2017; 1883-1892
0375-9601
CONICET Digital
CONICET
url http://hdl.handle.net/11336/49268
identifier_str_mv Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Scholkmann, Felix; Rosso, Osvaldo Aníbal; Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions; Elsevier Science; Physics Letters A; 381; 22; 6-2017; 1883-1892
0375-9601
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physleta.2017.03.052
info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0375960117303353
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
dc.publisher.none.fl_str_mv Elsevier Science
publisher.none.fl_str_mv Elsevier Science
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_ 1844613069751189504
score 13.070432

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