Transcripts and Algebraic Distances in Time Series: Stochastic Properties and Nonparametric Dependence Tests
时间序列中的序型转换与代数距离:随机性质及非参数依赖检验
The use of ordinal patterns (OPs) for analyzing the dependence structure of univariate and continuously distributed processes has gained popularity in recent years. This research goes one step further and considers the transcripts being computed from successive OPs in the time series. Transcripts constitute a kind of ``difference'' between successive OPs and thus naturally relate to two algebraic distances between OPs, the Cayley and Kendall edit distances. The original time…