Random Walk Null Models for Time Series Data
Sign Up to like & getrecommendations! Published in 2017 at "Entropy"
DOI: 10.3390/e19110615
Abstract: Permutation entropy has become a standard tool for time series analysis that exploits the temporal and ordinal relationships within data. Motivated by a Kullback–Leibler divergence interpretation of permutation entropy as divergence from white noise, we… read more here.
Keywords: null models; time series; walk null; random walk ... See more keywords