The frequency of pattern occurrence in random walks
In the past decade, the use of ordinal patterns in the analysis of time series and dynamical systems has become an important tool. Ordinal patterns (otherwise known as a permutation patterns) are found in time series by taking $n$ data points at evenly-spaced time intervals and mapping them to a len...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Discrete Mathematics & Theoretical Computer Science
2015-01-01
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Series: | Discrete Mathematics & Theoretical Computer Science |
Subjects: | |
Online Access: | https://dmtcs.episciences.org/2476/pdf |