Identifying Ordinal Similarities at Different Temporal Scales

Identifying Ordinal Similarities at Different Temporal Scales

This study implements the permutation Jensen–Shannon distance as a metric for discerning ordinal patterns and similarities across multiple temporal scales in time series data. Initially, we present a numerically controlled analysis to validate the multiscale capabilities of this method. Subsequently...

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Bibliographic Details
Main Authors: Luciano Zunino, Xavier Porte, Miguel C. Soriano
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Entropy
Subjects:
time series
symbolic analysis
ordinal patterns
permutation entropy
Jensen–Shannon divergence
permutation Jensen–Shannon distance
Online Access:https://www.mdpi.com/1099-4300/26/12/1016
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https://www.mdpi.com/1099-4300/26/12/1016

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