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- W4363673543 abstract "We propose a new measure of the complexity of couplings in multivariate time series by combining the techniques of ordinal pattern analysis and topological data analysis. We construct an increasing sequence of simplicial complexes encoding the information about couplings among the components of a given multivariate time series through the intersection of ordinal patterns. The complexity measure is then defined by making use of the persistent homology groups. We validate the complexity measure both theoretically and numerically." @default.
- W4363673543 created "2023-04-11" @default.
- W4363673543 creator A5086139493 @default.
- W4363673543 date "2023-04-01" @default.
- W4363673543 modified "2023-09-29" @default.
- W4363673543 title "Complexity of couplings in multivariate time series via ordinal persistent homology" @default.
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- W4363673543 doi "https://doi.org/10.1063/5.0136772" @default.
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