On extracting probability distribution information from time series

Autores
Kowalski, Andrés Mauricio; Martín, María Teresa; Plastino, Ángel Luis; Judge, George
Año de publicación
2012
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
Time-series (TS) are employed in a variety of academic disciplines. In this paper we focus on extracting probability density functions (PDFs) from TS to gain an insight into the underlying dynamic processes. On discussing this "extraction" problem, we consider two popular approaches that we identify as histograms and Bandt-Pompe. We use an information-theoretic method to objectively compare the information content of the concomitant PDFs.
Instituto de Física La Plata
Facultad de Ciencias Exactas
Materia
Ciencias Exactas
Bandt-pompe
Histograms
Time-series
Nivel de accesibilidad
acceso abierto
Condiciones de uso
http://creativecommons.org/licenses/by-nc-sa/4.0/
Repositorio
SEDICI (UNLP)
Institución
Universidad Nacional de La Plata
OAI Identificador
oai:sedici.unlp.edu.ar:10915/83631
Acceder
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oai_identifier_str oai:sedici.unlp.edu.ar:10915/83631
network_acronym_str SEDICI
repository_id_str 1329
network_name_str SEDICI (UNLP)
spelling On extracting probability distribution information from time seriesKowalski, Andrés MauricioMartín, María TeresaPlastino, Ángel LuisJudge, GeorgeCiencias ExactasBandt-pompeHistogramsTime-seriesTime-series (TS) are employed in a variety of academic disciplines. In this paper we focus on extracting probability density functions (PDFs) from TS to gain an insight into the underlying dynamic processes. On discussing this "extraction" problem, we consider two popular approaches that we identify as histograms and Bandt-Pompe. We use an information-theoretic method to objectively compare the information content of the concomitant PDFs.Instituto de Física La PlataFacultad de Ciencias Exactas2012info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionArticulohttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdf1829-1841http://sedici.unlp.edu.ar/handle/10915/83631enginfo:eu-repo/semantics/altIdentifier/issn/1099-4300info:eu-repo/semantics/altIdentifier/doi/10.3390/e14101829info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc-sa/4.0/Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-09-29T11:15:55Zoai:sedici.unlp.edu.ar:10915/83631Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-09-29 11:15:55.828SEDICI (UNLP) - Universidad Nacional de La Platafalse
dc.title.none.fl_str_mv On extracting probability distribution information from time series
title On extracting probability distribution information from time series
spellingShingle On extracting probability distribution information from time series
Kowalski, Andrés Mauricio
Ciencias Exactas
Bandt-pompe
Histograms
Time-series
title_short On extracting probability distribution information from time series
title_full On extracting probability distribution information from time series
title_fullStr On extracting probability distribution information from time series
title_full_unstemmed On extracting probability distribution information from time series
title_sort On extracting probability distribution information from time series
dc.creator.none.fl_str_mv Kowalski, Andrés Mauricio
Martín, María Teresa
Plastino, Ángel Luis
Judge, George
author Kowalski, Andrés Mauricio
author_facet Kowalski, Andrés Mauricio
Martín, María Teresa
Plastino, Ángel Luis
Judge, George
author_role author
author2 Martín, María Teresa
Plastino, Ángel Luis
Judge, George
author2_role author
author
author
dc.subject.none.fl_str_mv Ciencias Exactas
Bandt-pompe
Histograms
Time-series
topic Ciencias Exactas
Bandt-pompe
Histograms
Time-series
dc.description.none.fl_txt_mv Time-series (TS) are employed in a variety of academic disciplines. In this paper we focus on extracting probability density functions (PDFs) from TS to gain an insight into the underlying dynamic processes. On discussing this "extraction" problem, we consider two popular approaches that we identify as histograms and Bandt-Pompe. We use an information-theoretic method to objectively compare the information content of the concomitant PDFs.
Instituto de Física La Plata
Facultad de Ciencias Exactas
description Time-series (TS) are employed in a variety of academic disciplines. In this paper we focus on extracting probability density functions (PDFs) from TS to gain an insight into the underlying dynamic processes. On discussing this "extraction" problem, we consider two popular approaches that we identify as histograms and Bandt-Pompe. We use an information-theoretic method to objectively compare the information content of the concomitant PDFs.
publishDate 2012
dc.date.none.fl_str_mv 2012
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Articulo
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://sedici.unlp.edu.ar/handle/10915/83631
url http://sedici.unlp.edu.ar/handle/10915/83631
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/issn/1099-4300
info:eu-repo/semantics/altIdentifier/doi/10.3390/e14101829
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by-nc-sa/4.0/
Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by-nc-sa/4.0/
Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
dc.format.none.fl_str_mv application/pdf
1829-1841
dc.source.none.fl_str_mv reponame:SEDICI (UNLP)
instname:Universidad Nacional de La Plata
instacron:UNLP
reponame_str SEDICI (UNLP)
collection SEDICI (UNLP)
instname_str Universidad Nacional de La Plata
instacron_str UNLP
institution UNLP
repository.name.fl_str_mv SEDICI (UNLP) - Universidad Nacional de La Plata
repository.mail.fl_str_mv alira@sedici.unlp.edu.ar
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score 13.070432

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