| Title |
The discriminant statistic based on MPE-MWPE relationship and non-uniform embedding |
| Authors |
Petrauskiene, Vilma ; Ragulskiene, Jurate ; Zhu, Huaxin ; Wang, Jie ; Cao, Maosen |
| DOI |
10.21595/jme.2022.22897 |
| Full Text |
|
| Is Part of |
Journal of measurements in engineering.. Kaunas : JVE International. 2022, vol. 10, iss. 3, p. 150-163.. ISSN 2335-2124. eISSN 2424-4635 |
| Keywords [eng] |
time series ; permutation entropy ; attractor embedding |
| Abstract [eng] |
The slope fitting line between MPE (multi-scale permutation entropy) and MWPE (multi-scale weighted permutation entropy) is recently proposed as a discriminant statistic for testing the nonlinearity of a time series. The main objective of this paper is to demonstrate that the selection of the optimal parameters of the non-uniform embedding is essential for the proposed discriminant statistic. In particular, the presented case studies indicate that the modified discriminant statistic based on non-uniform embedding can detect differences between such time series which remain indistinguishable if the original approach is used. |
| Published |
Kaunas : JVE International |
| Type |
Journal article |
| Language |
English |
| Publication date |
2022 |
| CC license |
|
