bootstrap_op

Notedocblock

bootstrap_op(data, n_boot; chart_choice, m=3, d=1, block_size=1)

Compute the bootstrap distribution of the ordinal-pattern chart statistic for the time series data and return a vector of n_boot bootstrap statistics.

• data::Vector{Float64}: the time series.
• n_boot::Int: number of bootstrap replications.
• chart_choice: one of Shannon(), ShannonExtropy(), DistanceToWhiteNoise(), UpDownBalance(), Persistence(), RotationalAsymmetry(), UpDownScaling(). For Shannon and ShannonExtropy, the statistic is in the logarithm base of the chart, which must be larger than 1. Both default to base 2 in ComplexityMeasures.jl; use Shannon(base=exp(1)) for the natural logarithm used in the papers.
• m=3: length of the ordinal patterns.
• d=1: delay between observations of a pattern.
• block_size::Int=1: block length for the resampling. 1 corresponds to an i.i.d. bootstrap; values > 1 yield a moving-block bootstrap that preserves serial dependence.