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  • Title: Permutations and time series analysis.
    Author: Cánovas JS, Guillamón A.
    Journal: Chaos; 2009 Dec; 19(4):043103. PubMed ID: 20059199.
    Abstract:
    The main aim of this paper is to show how the use of permutations can be useful in the study of time series analysis. In particular, we introduce a test for checking the independence of a time series which is based on the number of admissible permutations on it. The main improvement in our tests is that we are able to give a theoretical distribution for independent time series.
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