Revisiting the decay of missing ordinal patterns in long-term correlated time series

ZUNINO, LUCIANO; PÉREZ, DARIO G.; OLIVARES, FELIPE

PHYSICA A - STATISTICAL AND THEORETICAL PHYSICS

ELSEVIER SCIENCE BV

Año: 2019 vol. 534 p. 122100 - 122100

0378-4371

We revisit the decay of missing ordinal patterns in long-term correlated time series. More precisely, a stretched exponential model is proposed to describe more appropriately how the number of missing ordinal patterns decreases as a function of the time series length in the case of correlated stochastic data. Numerical analysis and experimental applications confirm that this generalized model allows a more accurate characterization of the underlying dynamics and a reliable quantification of the long-range temporal correlations.