Symbolic time series analysis and dynamic regimes

2003 ◽  
Vol 14 (2) ◽  
pp. 159-183 ◽  
Author(s):  
Juan G Brida ◽  
Lionello F Punzo
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Series Analysis ◽  
Symbolic Time Series Analysis

scholarly journals An Independence Test Based on Symbolic Time Series

2014 ◽  
Vol 2014 ◽  
pp. 1-14 ◽  
Author(s):  
Wiston Adrián Risso
Keyword(s):  
Time Series ◽  
Monte Carlo ◽  
Time Series Analysis ◽  
Monte Carlo Simulations ◽  
Degrees Of Freedom ◽  
Chaotic Systems ◽  
Small Samples ◽  
Independence Test ◽  
Series Analysis ◽  
Symbolic Time Series Analysis

An independence test based on symbolic time series analysis (STSA) is developed. Considering an independent symbolic time series there is a statistic asymptotically distributed as a CHI-2 with n-1 degrees of freedom. Size and power experiments for small samples were conducted applying Monte Carlo simulations and comparing the results with BDS and runs test. The introduced test shows a good performance detecting independence in nonlinear and chaotic systems.

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