An Independence Test Based on Symbolic Time Series
Author
Source
International Journal of Statistical Mechanics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-02-24
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
An independence test based on symbolic time series analysis (STSA) is developed.
Considering an independent symbolic time series there is a statistic asymptotically distributed as a CHI-2 with n-1 degrees of freedom.
Size and power experiments for small samples were conducted applying Monte Carlo simulations and comparing the results with BDS and runs test.
The introduced test shows a good performance detecting independence in nonlinear and chaotic systems.
American Psychological Association (APA)
Risso, Wiston Adrián. 2014. An Independence Test Based on Symbolic Time Series. International Journal of Statistical Mechanics،Vol. 2014, no. 2014, pp.1-14.
https://search.emarefa.net/detail/BIM-499816
Modern Language Association (MLA)
Risso, Wiston Adrián. An Independence Test Based on Symbolic Time Series. International Journal of Statistical Mechanics No. 2014 (2014), pp.1-14.
https://search.emarefa.net/detail/BIM-499816
American Medical Association (AMA)
Risso, Wiston Adrián. An Independence Test Based on Symbolic Time Series. International Journal of Statistical Mechanics. 2014. Vol. 2014, no. 2014, pp.1-14.
https://search.emarefa.net/detail/BIM-499816
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-499816
