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DISTANCES OF TIME SERIES COMPONENTS BY MEANS OF SYMBOLIC DYNAMICS

KARSTEN KELLER

Mathematical Institute, Wallstraße 40, 23560 Lübeck, Germany

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and

KATHARINA WITTFELD

Department of Mathematics and Computer Sciences, Jahnstraße 15a, 17487 Greifswald, Germany

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https://doi.org/10.1142/S0218127404009387Cited by:35 (Source: Crossref)

Abstract

In this note we describe a simple method for visualizing time-dependent similarities and dissimilarities between the components of a high-dimensional time series. On the base of symbolic dynamics, the time series is turned into a series of matrices whose rows quantify pattern types in the components of the original series. For different scales we introduce distances between the components via the obtained pattern type distributions and approximate them in a one-dimensional manner. The method is illustrated for 19-channel EEG data.

Keywords:

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