An Independence Test Based on Symbolic Time Series

Wiston AdriánRisso

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An Independence Test Based on Symbolic Time Series

机译：基于符号时间序列的独立性测试

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An independence test based on symbolic time series analysis (STSA) is developed. Considering an independent symbolic time series there is a statistic asymptotically distributed as a CHI-2 withn-1degrees of freedom. Size and power experiments for small samples were conducted applying Monte Carlo simulations and comparing the results with BDS and runs test. The introduced test shows a good performance detecting independence in nonlinear and chaotic systems.

机译：开发了基于符号时间序列分析（STSA）的独立性测试。考虑一个独立的符号时间序列，有一个统计量渐近分布为CHI-2，自由度为n-1。使用蒙特卡洛模拟进行小样本的尺寸和功率实验，并将结果与BDS进行比较并进行运行测试。引入的测试显示出在非线性和混沌系统中检测独立性的良好性能。

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《International Journal of Statistical Mechanics》 |2014年第4期|共14页
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Wiston AdriánRisso;
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中图分类物理学;
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2. Tests of serial independence for continuous multivariate time series based on a M?bius decomposition of the independence empirical copula process [J] . Kojadinovic I., Yan J. Annals of the Institute of Statistical Mathematics . 2011,第2期

机译：基于独立经验copula过程的M？bius分解的连续多元时间序列的序列独立性检验
3. Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process [J] . Ivan Kojadinovic, Jun Yan Annals of the Institute of Statistical Mathematics . 2011,第2期

机译：基于独立经验copula过程的Möbius分解的连续多元时间序列的序列独立性检验
4. Testing for Serial Independence of the Residuals in the Framework of Fuzzy Rule-Based Time Series Modeling [C] . M. José Luis Aznarte, Arauzo Antonio, Sánchez José Manuel Benítez Intelligent Systems Design and Applications, 2009. ISDA '09 . 2009

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5. Testing Contagion in Multivariate Financial Time Series based on Residual and Recurrence Times. [D] . Tan, Zheng. 2012

机译：根据残差和重复发生时间在多元财务时间序列中测试传染性。
6. Children’s Mapping between Non-Symbolic and Symbolic Numerical Magnitudes and Its Association with Timed and Untimed Tests of Mathematics Achievement [O] . Carmen Brankaer, Pol Ghesquière, Bert De Smedt -1

机译：儿童在非符号和符号数值幅度之间的映射及其与数学成绩的定时和非定时测试的关联
7. Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series [O] . Ryabko Boris, Astola Jaakko, Gammerman Alex 2006

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8. Some Tests of Independence for Stationary Multivariate Time Series [R] . Wahba, G. 1968

机译：平稳多元时间序列的一些独立性检验

An Independence Test Based on Symbolic Time Series

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