An Independence Test Based on Symbolic Time Series
2014 ◽
Vol 2014
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pp. 1-14
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Keyword(s):
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.
2004 ◽
Vol 14
(4)
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pp. 1026-1034
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Keyword(s):
2006 ◽
Vol 16
(4)
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pp. 043115
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2006 ◽
Vol 17
(7)
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pp. 1963-1973
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2018 ◽
Vol 28
(12)
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pp. 121103
Keyword(s):
2013 ◽
Vol 222
(2)
◽
pp. 501-510
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2019 ◽
Vol 81
◽
pp. 234-246
Keyword(s):