319 citations · 1.3k across the 24 of their papers we have counts for
5 papers · 1 filter
Direct coupling information measure from non-uniform embedding
Dimitris Kugiumtzis
A measure to estimate the direct and directional coupling in multivariate time series is proposed. The measure is an extension of a recently published measure of conditional Mutual…
Markov Chain Order estimation with Conditional Mutual Information
Maria Papapetrou, Dimitris Kugiumtzis
We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of symbols, we define CMI of order , , as the…
Evaluation of Mutual Information Estimators for Time Series
Angeliki Papana, Dimitris Kugiumtzis
We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, -nearest neighbors and kernels, and focus on optimal se…
Statistical Analysis for Long Term Correlations in the Stress Time Series of Jerky Flow
Dimitris Kugiumtzis, Elias C. Aifantis
Stress time series from the PLC effect typically exhibit stick-slips of upload and download type. These data contain strong short-term correlations of a nonlinear type. We investig…
Test your surrogate data before you test for nonlinearity
D. Kugiumtzis
The schemes for the generation of surrogate data in order to test the null hypothesis of linear stochastic process undergoing nonlinear static transform are investigated as to thei…