Permutations and time series analysis.
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.
Cánovas
Jose S
JS
Departamento de Matematica Aplicada y Estadistica, Universidad Politecnica de Cartagena, C/Doctor Fleming sn, 30202 Cartagena, Spain. jose.canovas@upct.es
Guillamón
Antonio
A
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