Engineering Commons^™

Non-Parametric Classification Of Time Series Using Permutation Ordinal Statistics, Aldo Duarte Vera Tudela

LSU Master's Theses

The present thesis explores some approaches to classify time series without prior statistical information using the concept of permutation entropy. Motivated by the results from a previous published and relevant work that set similarity relationships between EEG time series, a reproduction of the proposed approach was performed giving negative results. The failure to reproduce those results led to the conclusion that the approach of building statistics from permutation patterns have to be complemented with another metric in order to be used for classification purposes. The concept of Total Variation Distance (TVD) was then used to develop three algorithms to classify …