Time-delay identification using multiscale ordinal quantifiers

• Published in: Entropy
• Main Authors: Soriano, Miguel C., Zunino, Luciano José
• Format: Article in Journal/Newspaper
• Language: English
• Published: Molecular Diversity Preservation International
• Subjects: AUTOCORRELATION FUNCTION; LINEAR MODELS; NONLINEAR MODELS; ORDINAL PATTERNS; ORDINAL TEMPORAL ASYMMETRY; PERMUTATION ENTROPY; SYMBOLIC ANALYSIS; TIME SERIES; TIME-DELAY; WEIGHTED PERMUTATION ENTROPY; https://purl.org/becyt/ford/1.3; https://purl.org/becyt/ford/1; Argentina; Zunino; North Atlantic; North Atlantic oscillation
• Online Access: http://hdl.handle.net/11336/173643

Time-delayed interactions naturally appear in a multitude of real-world systems due to the finite propagation speed of physical quantities. Often, the time scales of the interactions are unknown to an external observer and need to be inferred from time series of observed data. We explore, in this wo...