532 research outputs found
Conditional entropy of ordinal patterns
In this paper we investigate a quantity called conditional entropy of ordinal
patterns, akin to the permutation entropy. The conditional entropy of ordinal
patterns describes the average diversity of the ordinal patterns succeeding a
given ordinal pattern. We observe that this quantity provides a good estimation
of the Kolmogorov-Sinai entropy in many cases. In particular, the conditional
entropy of ordinal patterns of a finite order coincides with the
Kolmogorov-Sinai entropy for periodic dynamics and for Markov shifts over a
binary alphabet. Finally, the conditional entropy of ordinal patterns is
computationally simple and thus can be well applied to real-world data
Forbidden ordinal patterns in higher dimensional dynamics
Forbidden ordinal patterns are ordinal patterns (or `rank blocks') that
cannot appear in the orbits generated by a map taking values on a linearly
ordered space, in which case we say that the map has forbidden patterns. Once a
map has a forbidden pattern of a given length , it has forbidden
patterns of any length and their number grows superexponentially
with . Using recent results on topological permutation entropy, we study in
this paper the existence and some basic properties of forbidden ordinal
patterns for self maps on n-dimensional intervals. Our most applicable
conclusion is that expansive interval maps with finite topological entropy have
necessarily forbidden patterns, although we conjecture that this is also the
case under more general conditions. The theoretical results are nicely
illustrated for n=2 both using the naive counting estimator for forbidden
patterns and Chao's estimator for the number of classes in a population. The
robustness of forbidden ordinal patterns against observational white noise is
also illustrated.Comment: 19 pages, 6 figure
Detection of time reversibility in time series by ordinal patterns analysis
Time irreversibility is a common signature of nonlinear processes, and a
fundamental property of non-equilibrium systems driven by non-conservative
forces. A time series is said to be reversible if its statistical properties
are invariant regardless of the direction of time. Here we propose the Time
Reversibility from Ordinal Patterns method (TiROP) to assess time-reversibility
from an observed finite time series. TiROP captures the information of scalar
observations in time forward, as well as its time-reversed counterpart by means
of ordinal patterns. The method compares both underlying information contents
by quantifying its (dis)-similarity via Jensen-Shannon divergence. The
statistic is contrasted with a population of divergences coming from a set of
surrogates to unveil the temporal nature and its involved time scales. We
tested TiROP in different synthetic and real, linear and non linear time
series, juxtaposed with results from the classical Ramsey's time reversibility
test. Our results depict a novel, fast-computation, and fully data-driven
methodology to assess time-reversibility at different time scales with no
further assumptions over data. This approach adds new insights about the
current non-linear analysis techniques, and also could shed light on
determining new physiological biomarkers of high reliability and computational
efficiency.Comment: 8 pages, 5 figures, 1 tabl
Analysis of noise-induced temporal correlations in neuronal spike sequences
This is a copy of the author 's final draft version of an article published in the journal European physical journal. Special topics.
The final publication is available at Springer via http://dx.doi.org/10.1140/epjst/e2016-60024-6We investigate temporal correlations in sequences of noise-induced neuronal spikes, using a symbolic method of time-series analysis. We focus on the sequence of time-intervals between consecutive spikes (inter-spike-intervals, ISIs). The analysis method, known as ordinal analysis, transforms the ISI sequence into a sequence of ordinal patterns (OPs), which are defined in terms of the relative ordering of consecutive ISIs. The ISI sequences are obtained from extensive simulations of two neuron models (FitzHugh-Nagumo, FHN, and integrate-and-fire, IF), with correlated noise. We find that, as the noise strength increases, temporal order gradually emerges, revealed by the existence of more frequent ordinal patterns in the ISI sequence. While in the FHN model the most frequent OP depends on the noise strength, in the IF model it is independent of the noise strength. In both models, the correlation time of the noise affects the OP probabilities but does not modify the most probable pattern.Peer ReviewedPostprint (author's final draft
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