Pedro E Rueda Suescun

Assessing the robustness of permutation Jensen-Shannon divergence estimated values for time-series analysis.

The permutation Jensen-Shannon divergence has been shown to be a versatile tool of great value for diverse applications within the time-series analysis field. Here, we discuss the robustness of this ordinal measure by analyzing the finite-size bias of its estimated values. Synthetic data generated from several stochast...