title: Permutations and time series analysis.
abstract: The main aim of this paper is to show how the use of permutations can be useful in the study of time series analysis. In particular, we introduce a test for checking the independence of a time series which is based on the number of admissible permutations on it. The main improvement in our tests is that we are able to give a theoretical distribution for independent time series.
authors.affiliation: Departamento de Matematica Aplicada y Estadistica, Universidad Politecnica de Cartagena, C/Doctor Fleming sn, 30202 Cartagena, Spain. jose.canovas@upct.es
authors.forename: Jose S
authors.initials: JS
authors.lastname: Cánovas
authors.forename: Antonio
authors.initials: A
authors.lastname: Guillamón
mesh_terms: D000465:Algorithms; D003196:Computer Graphics; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D015233:Models, Statistical; D017711:Nonlinear Dynamics; D016008:Statistical Distributions; D013997:Time Factors; D014584:User-Computer Interface