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Ordinal pattern and statistical complexity analysis of daily stream flow time series
(Springer, 2013-06)
When calculating the Bandt and Pompe ordinal pattern distribution from given time series at depth D, some of the D! patterns might not appear. This could be a pure finite size effect (missing patterns) or due to dynamical ...
Revisiting the decay of missing ordinal patterns in long-term correlated time series
(Elsevier Science, 2019-11-15)
We revisit the decay of missing ordinal patterns in long-term correlated time series. More precisely, a stretched exponential model is proposed to describe more appropriately how the number of missing ordinal patterns ...
Using missing ordinal patterns to detect nonlinearity in time series data
(American Physical Society, 2017-08)
The number of missing ordinal patterns (NMP) is the number of ordinal patterns that do not appear in a series after it has been symbolized using the Bandt and Pompe methodology. In this paper, the NMP is demonstrated as a ...
Inferring long memory processes in the climate network via ordinal pattern analysis
(AIP Publishing, 2011)
We use ordinal patterns and symbolic analysis to construct global climate networks and uncover long- and short-term memory processes. Data analyzed are the monthly averaged surface air temperature (SAT field), and the ...
Quantifying long-range correlations with a multiscale ordinal pattern approach
(Elsevier Science, 2016-03)
In this paper we use the ordinal patterns probabilities associated with fractional Brownian motions for estimating the Hurst exponent of artificially generated and experimentally measured data. Numerical analysis show a ...
Causality and the Entropy Complexity Plane: Robustness and Missing Ordinal Patterns
(Elsevier Science, 2012-10)
We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative weights in a given time series. Two different tools have been advanced in the literature to such effect, ...
Unraveling the decay of the number of unobserved ordinal patterns in noisy chaotic dynamics
(American Physical Society, 2019-10)
In this paper, we introduce a model to describe the decay of the number of unobserved ordinal patterns as a function of the time series length in noisy chaotic dynamics. More precisely, we show that a stretched exponential ...