A novel visualization scheme for permutation entropy is presented in this paper. The proposed scheme is based on non-uniform attractor embedding of the investigated time series. A single digital image of permutation entropy is produced by averaging all possible plain projections of the permutation entropy measure in the multi-dimensional delay coordinate space. Computational experiments with artificially-generated and real-world time series are used to demonstrate the advantages of the proposed visualization scheme.

A simple and effective algorithm for the identification of optimal time delays based on the geometrical properties of the embedded attractor is presented in this paper. A time series synchronization measure based on optimal time delays is derived. The approach is based on the comparison of optimal time delay sequences that are computed for segments of the considered time series. The proposed technique is validated using coupled chaotic Rössler systems.

Abstract. Short term time series forecasting model with different internal smoothing techniques is presented in this paper. Computational experiments with real world time series are used to demonstrate the influence of different smoothing techniques in fitness. Algebraic forecasting results with any internal smoothing model outperformed results of the algebraic forecasting without smoothing.