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On extracting probability distribution information from time series

AuthorsKowalski, Andres M.; Martin, Maria T.; Plastino, A.; Judge, George
Issue Date2012
PublisherMultidisciplinary Digital Publishing Institute
CitationEntropy 14(10): 1829-1841 (2012)
AbstractTime-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. © 2012 by the authors.
Publisher version (URL)http://dx.doi.org/10.3390/e14101829
Identifiersdoi: 10.3390/e14101829
issn: 1099-4300
e-issn: 1099-4300
Appears in Collections:(IFISC) Artículos
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