Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns
Technometrics, 2022 We consider the problem of monitoring for the existence of serial dependence in real-valued and continuously distributed processes. These can exist when a process goes out-of-control.
C. Weiß, M. Testik
semanticscholar +1 more source
White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane
International Statistical Review, 2022 This article serves two purposes. Firstly, it surveys the Bandt and Pompe methodology for the statistical community, stressing topics that are open for research.
Eduarda T. C. Chagas +5 more
semanticscholar +1 more source
Ordinal patterns-based methodologies for distinguishing chaos from noise in discrete time series
Communications Physics, 2021 One of the most important aspects of time series is their degree of stochasticity vs. chaoticity. Since the discovery of chaotic maps, many algorithms have been proposed to discriminate between these two alternatives and assess their prevalence in real ...
M. Zanin, F. Olivares
semanticscholar +1 more source
Is human atrial fibrillation stochastic or deterministic?-Insights from missing ordinal patterns and causal entropy-complexity plane analysis. [PDF]
Chaos, 2018 The mechanism of atrial fibrillation (AF) maintenance in humans is yet to be determined. It remains controversial whether cardiac fibrillatory dynamics are the result of a deterministic or a stochastic process.
Aronis KN +8 more
europepmc +3 more sources
Characterizing Complex Dynamics in the Classical and Semi-Classical Duffing Oscillator Using Ordinal Patterns Analysis. [PDF]
Entropy (Basel), 2018 The driven double-well Duffing oscillator is a well-studied system that manifests a wide variety of dynamics, from periodic behavior to chaos, and describes a diverse array of physical systems.
Trostel ML +3 more
europepmc +2 more sources
Permutation Entropy: New Ideas and Challenges
Entropy, 2017 Over recent years, some new variants of Permutation entropy have been introduced and applied to EEG analysis, including a conditional variant and variants using some additional metric information or being based on entropies that are different from the ...
Karsten Keller +3 more
doaj +1 more source
Permutation Entropy: Enhancing Discriminating Power by Using Relative Frequencies Vector of Ordinal Patterns Instead of Their Shannon Entropy [PDF]
Entropy (Basel), 2019 Many measures to quantify the nonlinear dynamics of a time series are based on estimating the probability of certain features from their relative frequencies. Once a normalised histogram of events is computed, a single result is usually derived.
Cuesta-Frau D +3 more
europepmc +2 more sources
Assignment of ordinals to patterns of resemblance
Journal of Symbolic Logic, 2007 AbstractIn [2] T. J. Carlson introduces an approach to ordinal notation systems which is based on the notion of Σ1-elementary substructure. We gave a detailed ordinal arithmetical analysis (see [7]) of the ordinal structure based on Σ1-elementarily as defined in [2].
openaire +2 more sources
Ordinal Pattern Based Entropies and the Kolmogorov–Sinai Entropy: An Update
Entropy, 2020 Different authors have shown strong relationships between ordinal pattern based entropies and the Kolmogorov−Sinai entropy, including equality of the latter one and the permutation entropy, the whole picture is however far from being complete. This
Tim Gutjahr, Karsten Keller
doaj +1 more source
Testing for Structural Breaks via Ordinal Pattern Dependence [PDF]
Journal of the American Statistical Association, 2017 We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of the time series and robust against small perturbations or measurement errors.
Schnurr, Alexander, Dehling, Herold
openaire +3 more sources