Medidas de dimensión e información como estadísticas discriminantes para la prueba de hipótesis
DOI:
https://doi.org/10.22517/23447214.1263Abstract
El método de los datos sustitutos es utilizado para la detección de no linealidad en series temporales. Los resultados del método dependen de la estadística discriminante utilizada para realizar la prueba de hipótesis. Comúnmente se utiliza la dimensión de correlación para este fin, la cual depende de una reconstrucción óptima del atractor. Desafortunadamente, en muchas ocasiones esto no es posible. En este documento se utilizan diferentes estadísticas no lineales que no dependen de un atractor para realizar prueba de hipótesis. Los resultados se comparan con los obtenidos utilizando la dimensión de correlación. Se observa que la complejidad de Lempel-Ziv es una buena estadística para la prueba de hipótesis.Downloads
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