A new coding system to test independence of time series

We introduce a new codification on a time series that combines permutations and another symbol containing quantitative information. With these new codes, we construct a new test to determine whether a time series is independent and identically distributed. We compare our results with those obtained...

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Bibliographic Details
Published in:Chaos (Woodbury, N.Y.) N.Y.), 2023-01, Vol.33 (1), p.013122-013122
Main Authors: Cánovas, J. S., Guillamón, A., Ruiz-Abellón, M. C.
Format: Article
Language:English
Subjects:
Codification
Permutations
Time series
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Summary:We introduce a new codification on a time series that combines permutations and another symbol containing quantitative information. With these new codes, we construct a new test to determine whether a time series is independent and identically distributed. We compare our results with those obtained with tests based only on permutations. Our results show that the new test produces better results than those based only on permutations.
ISSN:1054-1500
1089-7682
DOI:10.1063/5.0132097