18 citations · 22 across the 3 of their papers we have counts for
3 papers
stat.ME2017★ 4 cited
An empirical evaluation of alternative methods of estimation for Permutation Entropy in time series with tied values
Francisco Traversaro, Marcelo Risk, Osvaldo Rosso +1
Bandt and Pompe introduced Permutation Entropy in 2002 for Time Series where equal values, xt1 = xt2, t1 = t2, were neglected and only inequalities between the xt were considered.…
stat.ME2017★ 18 cited
Confidence Intervals and Hypothesis Testing for the Permutation Entropy with an application to Epilepsy
Francisco Traversaro, Francisco Redelico
In nonlinear dynamics, and to a lesser extent in other fields, a widely used measure of complexity is the Permutation Entropy. But there is still no known method to determine the a…
q-fin.ST2009
Multifractal analysis and instability index of prior-to-crash market situations
M. Piacquadio, F. O. Redelico
We take prior-to-crash market prices (NASDAQ, Dow Jones Industrial Average) as a signal, a function of time, we project these discrete values onto a vertical axis, thus obtaining a…