arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1412.0692math.COmath.DS
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随机游动中模式出现的频率

The frequency of pattern occurrence in random walks

Sergi Elizalde, Megan Martinez

摘要:

在过去的十年中,有序模式在时间序列和动力系统分析中的应用已经成为一个重要而丰富的工具。有序模式(也称为排列模式)是通过在均匀间隔的时间间隔取$n$数据点并将其映射到由相对排序确定的长度- $n$排列来在时间序列中找到的。某些模式出现的频率是此类序列的有用统计量;然而,大多数模型都没有研究模式出现频率的行为。我们看看在离散时间的随机游动模式发生的频率,并应用组合的方法,我们的特点,这些模式具有相同的频率,无论概率分布。

英文摘要:

In the past decade, the use of ordinal patterns in the analysis of time series and dynamical systems has become an important and rich tool. Ordinal patterns (otherwise known as a permutation patterns) are found in time series by taking $n$ data points at evenly-spaced time intervals and mapping them to a length-$n$ permutation determined by relative ordering. The frequency with which certain patterns occur is a useful statistic for such series; however, the behavior of the frequency of pattern occurrence is unstudied for most models. We look at the frequency of pattern occurrence in random walks in discrete time and, applying combinatorial methods, we characterize those patterns that have equal frequency, regardless of probability distribution.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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