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Volumn 182, Issue 3-4, 2005, Pages 229-238

Ordinal time series analysis

Author keywords

Autocorrelation; Kendall's tau; Time series

Indexed keywords

CORRELATION METHODS; ENTROPY; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION;

EID: 13444273551     PISSN: 03043800     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ecolmodel.2004.04.003     Document Type: Conference Paper
Times cited : (128)

References (14)
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    • Bandt C., Pompe B. Entropy profiles of speech signals. Phys. Lett. A. 175:1993;305-313
    • (1993) Phys. Lett. a , vol.175 , pp. 305-313
    • Bandt, C.1    Pompe, B.2
  • 3
    • 4243997063 scopus 로고    scopus 로고
    • Permutation entropy: A natural complexity measure for time series
    • Bandt C., Pompe B. Permutation entropy: a natural complexity measure for time series. Phys. Rev. Lett. 88:2002;174102
    • (2002) Phys. Rev. Lett. , vol.88 , pp. 174102
    • Bandt, C.1    Pompe, B.2
  • 4
    • 0041972659 scopus 로고    scopus 로고
    • Entropy of interval maps via permutations
    • Bandt C., Keller G., Pompe B. Entropy of interval maps via permutations. Nonlinearity. 15:2002;1595-1602
    • (2002) Nonlinearity , vol.15 , pp. 1595-1602
    • Bandt, C.1    Keller, G.2    Pompe, B.3
  • 7
    • 0035575793 scopus 로고    scopus 로고
    • A complexity score derived from principal components analysis of nonlinear order measures
    • Giuliani A., Colafranceschi M., Webber C.L. Jr., Zbilut J.P. A complexity score derived from principal components analysis of nonlinear order measures. Physica A. 301:2001;567-588
    • (2001) Physica a , vol.301 , pp. 567-588
    • Giuliani, A.1    Colafranceschi, M.2    Webber Jr., C.L.3    Zbilut, J.P.4
  • 8
    • 0033236918 scopus 로고    scopus 로고
    • Optimal tests for autoregressive models based on autoregression rank scores
    • Hallin M., Jurečkova J. Optimal tests for autoregressive models based on autoregression rank scores. Ann. Stat. 27:1999;1385-1414
    • (1999) Ann. Stat. , vol.27 , pp. 1385-1414
    • Hallin, M.1    Jurečkova, J.2
  • 9
    • 0000201367 scopus 로고    scopus 로고
    • Optimal testing for semi-parametric AR models - From Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests
    • Gosh, S. (Ed.), Marcel Dekker, New York
    • Hallin, M., Werker, B.J.M., 1999. Optimal testing for semi-parametric AR models - from Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests. In: Gosh, S. (Ed.), Asymptotics, Nonparametrics, and Time Series. Marcel Dekker, New York, pp. 295-350.
    • (1999) Asymptotics, Nonparametrics, and Time Series , pp. 295-350
    • Hallin, M.1    Werker, B.J.M.2
  • 11
    • 0003373573 scopus 로고    scopus 로고
    • Ranking and entropy estimation in nonlinear time series analysis
    • Kantz, H., Kurths, J., Mayer-Kress, G. (Eds.), Springer, New York
    • Pompe, B., 1998. Ranking and entropy estimation in nonlinear time series analysis. In: Kantz, H., Kurths, J., Mayer-Kress, G. (Eds.), Nonlinear Analysis of Physiological Data. Springer, New York, pp. 67-90.
    • (1998) Nonlinear Analysis of Physiological Data , pp. 67-90
    • Pompe, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.