Relative asynchronous index: a new measure for time series irreversibility

In this paper, we suggest a new measure for testing reversibility of time series which combines two different tools: the visibility algorithm and the inversion number. First, the visibility algorithm maps the time series to the network according to a geometric criterion. After that, the degree of ir...

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Veröffentlicht in:	Nonlinear dynamics Jg. 93; H. 3; S. 1545 - 1557
Hauptverfasser:	Yang, Pengbo, Shang, Pengjian
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Dordrecht Springer Netherlands 01.08.2018 Springer Nature B.V
Schlagworte:	Algorithms Automotive Engineering Classical Mechanics Control Dynamical Systems Engineering Mechanical Engineering Multiscale analysis Original Paper Parameter estimation Regression analysis Sequences Time series Vibration Visibility Degree sequences Financial time series Visibility algorithm Inversion number Relative asynchronous index
ISSN:	0924-090X, 1573-269X
Online-Zugang:	Volltext
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