We study probability distributions of permutations and binary words, which arise in symbolic analysis of time series and their differences. Under the assumptions that the series is stationary and independent we show that these probability distributions are universal and we derive a recursive algorithm for computing the distribution of binary words. This provides a general framework for performing chi square tests of goodness of fit of empirical distributions versus universal ones. We apply these methods to analyze heartbeat time series; in particular, we measure the extent to which atrial fibrillation can be modeled as an independent sequence.

Testing independence in time series via universal distributions of permutations and words / Cammarota, Camillo; Rogora, Enrico. - In: INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS IN APPLIED SCIENCES AND ENGINEERING. - ISSN 0218-1274. - 15:5(2005), pp. 1757-1765. [10.1142/s0218127405012788]

Testing independence in time series via universal distributions of permutations and words

CAMMAROTA, Camillo;ROGORA, Enrico
2005

Abstract

We study probability distributions of permutations and binary words, which arise in symbolic analysis of time series and their differences. Under the assumptions that the series is stationary and independent we show that these probability distributions are universal and we derive a recursive algorithm for computing the distribution of binary words. This provides a general framework for performing chi square tests of goodness of fit of empirical distributions versus universal ones. We apply these methods to analyze heartbeat time series; in particular, we measure the extent to which atrial fibrillation can be modeled as an independent sequence.
2005
binary words; ecg analysis; permutations; symbolic dynamics; time series
01 Pubblicazione su rivista::01a Articolo in rivista
Testing independence in time series via universal distributions of permutations and words / Cammarota, Camillo; Rogora, Enrico. - In: INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS IN APPLIED SCIENCES AND ENGINEERING. - ISSN 0218-1274. - 15:5(2005), pp. 1757-1765. [10.1142/s0218127405012788]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/237831
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