nbitflips function

A function to compute bitflip statistics and time series

Computation of bitflip statistics of a time series

nbitflips(x, ndemb)

Arguments

• x: A numeric vector (e.g. a time series), from which the ordinal pattern distribution is to be calculated
• ndemb: Embedding dimension of the ordinal patterns (i.e. sliding window size) for which bitflips are to be calculated. Should be chosen such as length(x) >> ndemb

Returns

A list with two entries is returned.

Details

This function returns a histogram and time series of the number of bitflips occurring in the associated ordinal patterns. NA values are allowed, and any pattern that contains at least one NA value will be ignored. WARNING: Can be slow with very long time series (n > 10^7).

Examples

x = arima.sim(model=list(ar = 0.3), n = 10^4)
nbitflips(x = x, ndemb = 6)

References

Sippel, S., 2014. Evaluating the carbon dynamics of biogeochemical models using statistical complexity measures. Master Thesis, University of Bayreuth.

Author(s)

Sebastian Sippel