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Detection of time reversibility in time series by ordinal patterns analysis
16 references·0 citing·38 second hop
Detection of time reversibility in time series by ordinal patterns analysis (2018)Detection of time reversibility in time s…Assessing Time Series Reversibility through Permutation Patterns (2018)Assessing Time Series Reversi…Irreversibility of financial time series: A graph-theoretical approach (2016)Irreversibility of financial …Time reversibility from visibility graphs of nonstationary processes (2015)Time reversibility from visib…Ordinal Patterns, Entropy, and EEG (2014)Ordinal Patterns, Entropy, an…Testing time series irreversibility using complex network methods (2013)Testing time series irreversi…Testing time series irreversibility using complex network methods (2013)Testing time series irreversi…Time series irreversibility: a visibility graph approach (2012)Time series irreversibility: …Permutation Entropy and Its Main Biomedical and Econophysics Applications: A Review (2012)Permutation Entropy and Its M…Threshold models in time series analysis — 30 years on (2011)Threshold models in time seri…Multiple testing strategy for the detection of temporal irreversibility in stationary time series (2008)Multiple testing strategy for…Journal of Forecasting (2006)Journal of ForecastingJournal of Applied Econometrics (2006)Journal of Applied Econometri…A versatile and robust metric entropy test of time-reversibility, and other hypotheses (2006)A versatile and robust metric…Symbolic approach for measuring temporal “irreversibility” (2000)Symbolic approach for measuri…On the robustness of nonlinearity tests to moment condition failure (1997)On the robustness of nonlinea…Reversibility as a criterion for discriminating time series (1995)Reversibility as a criterion …From time series to complex networks: The visibility graph (2008)Complex network approach for recurrence analysis of time series (2009)Horizontal visibility graphs: Exact results for random time series (2009)From time series to complex networks: The phase space coarse graining (2016)The visibility graph: A new method for estimating the Hurst exponent of fractional Brownian motion (2009)Visibility graph analysis of geophysical time series: Potentials and possible pitfalls (2012)Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package (2015)Visibility Graph Based Time Series Analysis (2015)A manual for standardized terminology, techniques and scoring system for sleep stages in human subjects (1968)Approximate entropy as a measure of system complexity. (1991)The Visual Scoring of Sleep in Adults (2007)Permutation Entropy: New Ideas and Challenges (2017)Multiscale Entropy Analysis for Recognition of Visually Elicited Negative Stress From EEG Recordings (2018)Embedded Dimension and Time Series Length. Practical Influence on Permutation Entropy and Its Applications (2019)Finite correlation dimension for stochastic systems with power-law spectra (1989)Detecting differences between delay vector distributions (1996)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Threshold autoregression in economics (2011)Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (2014)Economic growth and carbon emissions: Estimation of a panel threshold model for the transition process in China (2020)Time Irreversibility and Business Cycle Asymmetry (1996)Detecting and Analyzing Nonstationarity in a Time Series Using Nonlinear Cross Predictions (1997)Visibility Algorithms: A Short Review (2012)Impact of the global financial crisis on the crude oil market (2020)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Sequential visibility-graph motifs (2016)Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions (2021)Practical considerations of permutation entropy (2013)Complexity testing techniques for time series data: A comprehensive literature review (2015)Amplitude- and Fluctuation-Based Dispersion Entropy (2018)The Effect of Fixed Exchange Rates on Monetary Policy (2004)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)The Mechanism(s) of Neighbourhood Effects: Theory, Evidence, and Policy Implications (2011)Does VIX or volume improve GARCH volatility forecasts? (2015)Uncertainty of Outcome or Star Quality? Television Audience Demand for English Premier League Football (2015)Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia (2016)
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References

  • 2006Journal of Applied Econometrics990 cited
  • 2012Permutation Entropy and Its Main Biomedical and Econophysics Applications: A Review637 cited
  • 2012Time series irreversibility: a visibility graph approach225 cited
  • 2011Threshold models in time series analysis — 30 years on187 cited
  • 1995Reversibility as a criterion for discriminating time series168 cited
  • 2000Symbolic approach for measuring temporal “irreversibility”131 cited
  • 2016Irreversibility of financial time series: A graph-theoretical approach106 cited
  • 2014Ordinal Patterns, Entropy, and EEG103 cited
  • 2006Journal of Forecasting101 cited
  • 2013Testing time series irreversibility using complex network methods100 cited
  • 2008Multiple testing strategy for the detection of temporal irreversibility in stationary time series82 cited
  • 1997On the robustness of nonlinearity tests to moment condition failure62 cited
  • 2013Testing time series irreversibility using complex network methods62 cited
  • 2015Time reversibility from visibility graphs of nonstationary processes61 cited
  • 2006A versatile and robust metric entropy test of time-reversibility, and other hypotheses59 cited

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  • 2018Assessing Time Series Reversibility through Permutation Patterns58 cited
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