On the Behaviour of Weighted Permutation Entropy on Fractional Brownian Motion in the Univariate and Multivariate Setting
The estimation of the qualitative behaviour of fractional Brownian motion is an important topic for modelling real-world applications. Permutation entropy is a well-known approach to quantify the complexity of univariate time series in a scalar-valued representation. As an extension often used for o...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
LibraryPress@UF
2021-04-01
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| Series: | Proceedings of the International Florida Artificial Intelligence Research Society Conference |
| Subjects: | |
| Online Access: | https://journals.flvc.org/FLAIRS/article/view/128464 |
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