Detection of Local Mixing in Time-Series Data Using Permutation Entropy

crossref(2021)

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摘要
<p>&#160; While it is tempting in experimental practice to seek as high a&#160; data rate as possible, oversampling can become an issue if one&#160;takes measurements too densely. &#160;These effects can take many&#160; forms, some of which are easy to detect: e.g., when the data&#160;sequence contains multiple copies of the same measured value. &#160;In&#160;other situations, as when there is mixing&#8212;in the measurement&#160;apparatus and/or the system itself&#8212;oversampling effects can be&#160;harder to detect. &#160;We propose a novel, model-free technique to&#160;detect local mixing in time series using an information-theoretic&#160;technique called permutation entropy. &#160;By varying the temporal&#160;resolution of the calculation and analyzing the patterns in the&#160;results, we can determine whether the data are mixed locally, and&#160;on what scale. &#160;This can be used by practitioners to choose&#160;appropriate lower bounds on scales at which to measure or report&#160;data. &#160;After validating this technique on several synthetic&#160;examples, we demonstrate its effectiveness on data from a&#160;chemistry experiment, methane records&#160;from Mauna Loa, and an Antarctic ice core.</p>
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