In this paper we illustrate the potential of ordinal-patterns-based methods for analysis of real-world data and, especially, of electroencephalogram (EEG) data. We apply already known (empirical permutation entropy, ordinal pattern distributions) and new (empirical conditional entropy of ordinal patterns, robust to noise empirical permutation entropy) methods for measuring complexity, segmentation and classification of time series.
Ordinal symbolic analysis opens an interesting and powerful perspective on time-series analysis. Here, we review this relatively new approach and highlight its relation to symbolic dynamics and representations. Our exposition reaches from the general ideas up to recent developments, with special emphasis on its applications to biomedical recordings. The latter will be illustrated with epilepsy data.
Ordinal time series analysis is a new approach to the investigation of long and complex time series, which bases on ordinal patterns describing the order relations between the values of a time series. In this paper we consider ordinal time series analysis from the conceptional viewpoint. In particular, we introduce ordinal processes as models for ordinal time series analysis and discuss the structure of ordinal pattern distributions obtained from them. Special emphasis is on the relation of ordinal time series analysis to symbolic dynamics and to a transformation extracting the whole ordinal information contained in a time series. Finally, we consider invariance properties of ordinal time series analysis.
Permutation entropy, introduced by Bandt and Pompe, is a conceptually simple and well-interpretable measure of time series complexity. In this paper, we propose efficient methods for computing it and related ordinal-patterns-based characteristics. The methods are based on precomputing values of successive ordinal patterns of order d, considering the fact that they are "overlapped" in d points, and on precomputing successive values of the permutation entropy related to "overlapping" successive time-windows. The proposed methods allow for measurement of the complexity of very large datasets in real-time.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.