Quantifying the irregularity of a time series
Chaotic Dynamics
2026-01-05 v1 Data Analysis, Statistics and Probability
Abstract
We introduce circulance, a scalar measure for classifying time series of dynamical systems. Circulance captures the extent of temporal regularity or irregularity that is encoded in the topology of a directed ordinal pattern transition network derived from a time series. We demonstrate numerically that circulance sensitively and robustly positions time series of canonical model systems, representative of preset dynamical regimes, along a continuous spectrum from regularity to randomness. Analyzing empirical data from long-term observations of high-dimensional, complex systems -- human brain and the Sun -- reveals that circulance aids in elucidating different dynamical regimes.
Cite
@article{arxiv.2512.05975,
title = {Quantifying the irregularity of a time series},
author = {Max Potratzki and Manuel Adams and Timo Bröhl and Klaus Lehnertz},
journal= {arXiv preprint arXiv:2512.05975},
year = {2026}
}
Comments
14 pages, 6 figures