In 2002, Bandt and Pompe [Phys. Rev. Lett. 88, 174102 (2002)] introduced a successfully symbolic encoding scheme based on the ordinal relation between the amplitude of neighboring values of a given data sequence, from which the permutation entropy can be evaluated. Equalities in the analyzed sequence, for example, repeated equal values, deserve special attention and treatment as was shown recently by Zunino and co-workers [Phys. Lett. A 381, 1883 (2017)]. A significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. In the present contribution, we review the different existing methodologies for treating time series with tied values by classifying them according to their different strategies. In addition, a novel data-driven imputation is presented that proves to outperform the existing methodologies and avoid the false conclusions pointed by Zunino and co-workers.
Skip Nav Destination
Article navigation
July 2018
Research Article|
July 11 2018
Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
Special Collection:
Nonlinear Dynamics of Non-equilibrium Complex Systems
Francisco Traversaro;
Francisco Traversaro
a)
1
Grupo de Investigación en Sistemas de Información, Universidad Nacional de Lanús & CONICET Lanús
, 29 de Septiembre 3901, Buenos Aires B1826GLC, Argentina
Search for other works by this author on:
Francisco O. Redelico;
Francisco O. Redelico
b)
2
Departamento de Informática en Salud, Hospital Italiano de Buenos Aires & CONICET
, Ciudad Autónoma de Buenos Aires C1199ABB, Argentina
3
Departamento de Ciencia y Tecnología, Universidad Nacional de Quilmes
, Roque Sáenz Peña 352, Bernal, Buenos Aires B1876BXD, Argentina
Search for other works by this author on:
Marcelo R. Risk;
Marcelo R. Risk
c)
4
Instituto Tecnólgico de Buenos Aires (ITBA) & CONICET
, Av. Eduardo Madero 399, Ciudad Autónoma de Buenos Aires C1181ACH, Argentina
5
Departamento de Informática en Salud, Hospital Italiano de Buenos Aires
, Ciudad Autónoma de Buenos Aires C1199ABB, Argentina
Search for other works by this author on:
Alejandro C. Frery
;
Alejandro C. Frery
d)
6
Laboratório de Computação Científica e Análise Numérica, Universidade Federal de Alagoas
, Av. Lourival Melo Mota, s/n, Maceió, Alagoas 57072-970, Brazil
Search for other works by this author on:
Osvaldo A. Rosso
Osvaldo A. Rosso
e)
2
Departamento de Informática en Salud, Hospital Italiano de Buenos Aires & CONICET
, Ciudad Autónoma de Buenos Aires C1199ABB, Argentina
7
Universidade Federal de Alagoas, Instituto de Física
, Av. Lourival Melo Mota, s/n, Maceió, Alagoas 57072-970, Brazil
8
Complex Systems Group, Facultad de Ingeniería y Ciencias Aplicadas, Universidad de los Andes
, Las Condes, Santiago 12455, Chile
Search for other works by this author on:
Chaos 28, 075502 (2018)
Article history
Received:
January 10 2018
Accepted:
April 10 2018
Citation
Francisco Traversaro, Francisco O. Redelico, Marcelo R. Risk, Alejandro C. Frery, Osvaldo A. Rosso; Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach. Chaos 1 July 2018; 28 (7): 075502. https://doi.org/10.1063/1.5022021
Download citation file:
Sign in
Don't already have an account? Register
Sign In
You could not be signed in. Please check your credentials and make sure you have an active account and try again.
Sign in via your Institution
Sign in via your InstitutionPay-Per-View Access
$40.00

