Results (1)
Search Parameters:
Author/Affiliation: Marisa MohrOpen AccessArticle
18 Pages, 2,226 KB 
A Summary of Canonical Multivariate Permutation Entropies on Multivariate Fractional Brownian Motion
Abstract:
Real-world applications modelled by time-dependent dynamical systems with specific properties such as long-range dependence or self-similarity are usually described by fractional Brownian motion. The investigation of the qualitative behaviour of its realisations is an important topic. For this purpose, efficient mappings from realisations of the dynamical system, i.e., time series, to a set of scalar-valued…
Read More(This article belongs to the SP11 (Special Issue on Innovation in Computing, Engineering Science & Technology 2021) & Section Statistics & Probability (STP))