Table of Contents
International Journal of Statistical Mechanics
Volume 2014, Article ID 809383, 14 pages
Research Article

An Independence Test Based on Symbolic Time Series

Instituto de Economía (IECON), Universidad de la República, Joaquín Requena 1375, 11200 Montevideo, Uruguay

Received 11 October 2013; Revised 30 December 2013; Accepted 6 January 2014; Published 24 February 2014

Academic Editor: Flavia Pennini

Copyright © 2014 Wiston Adrián Risso. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


An independence test based on symbolic time series analysis (STSA) is developed. Considering an independent symbolic time series there is a statistic asymptotically distributed as a CHI-2 with degrees of freedom. Size and power experiments for small samples were conducted applying Monte Carlo simulations and comparing the results with BDS and runs test. The introduced test shows a good performance detecting independence in nonlinear and chaotic systems.