Complexity of couplings in multivariate time series via ordinal persistent homology.
Sign Up to like & getrecommendations! Published in 2023 at "Chaos"
DOI: 10.1063/5.0136772
Abstract: We propose a new measure of the complexity of couplings in multivariate time series by combining the techniques of ordinal pattern analysis and topological data analysis. We construct an increasing sequence of simplicial complexes encoding… read more here.
Keywords: complexity couplings; multivariate time; complexity; time series ... See more keywords