Time-Delay Identification Using Multiscale Ordinal Quantifiers
Abstract
:1. Introduction
2. Time Delay Identification Methods
2.1. Ordinal Symbolization Recipe
2.2. Ordinal Entropic Quantifiers
2.3. An Ordinal-Patterns-Based New Approach to Time-Delay Identification
2.4. Autocorrelation Function
3. Numerical Analysis
3.1. Stochastic Models
3.1.1. Moving Average Models
3.1.2. Auto-Regressive Models
3.2. Deterministic Chaotic Models
4. An Illustrative Real Application
5. Conclusions
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
Abbreviations
ACF | Autocorrelation Function |
AR | Auto-regressive |
LMA | Linear Moving Average |
NLMA | Nonlinear Moving Average |
OTA | Ordinal Temporal Asymmetry |
PE | Permutation Entropy |
WPE | Weighted Permutation Entropy |
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Soriano, M.C.; Zunino, L. Time-Delay Identification Using Multiscale Ordinal Quantifiers. Entropy 2021, 23, 969. https://doi.org/10.3390/e23080969
Soriano MC, Zunino L. Time-Delay Identification Using Multiscale Ordinal Quantifiers. Entropy. 2021; 23(8):969. https://doi.org/10.3390/e23080969
Chicago/Turabian StyleSoriano, Miguel C., and Luciano Zunino. 2021. "Time-Delay Identification Using Multiscale Ordinal Quantifiers" Entropy 23, no. 8: 969. https://doi.org/10.3390/e23080969
APA StyleSoriano, M. C., & Zunino, L. (2021). Time-Delay Identification Using Multiscale Ordinal Quantifiers. Entropy, 23(8), 969. https://doi.org/10.3390/e23080969