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The ordinal patterns of a fixed number of consecutive values in a time series is the spatial ordering of these values. Counting how often a specific ordinal pattern occurs in a time series provides important insights into the properties of…

Statistics Theory · Mathematics 2025-02-06 Annika Betken , Giorgio Micali , Johannes Schmidt-Hieber

Ordinal time series analysis is based on the idea to map time series to ordinal patterns, i.e., order relations between the values of a time series and not the values themselves, as introduced in 2002 by C. Bandt and B. Pompe. Despite a…

Neurons and Cognition · Quantitative Biology 2023-02-03 Klaus Lehnertz

We propose a simple method to measure synchronization and time delay patterns between signals. It is based on the relative timings of events in the time series, defined e.g. as local maxima. The degree of synchronization is obtained from…

Chaotic Dynamics · Physics 2007-05-23 R. Quian Quiroga , T. Kreuz , P. Grassberger

We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides…

Statistics Theory · Mathematics 2026-01-21 Annika Betken , Giorgio Micali , Manuel Ruiz Marín

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…

Statistics Theory · Mathematics 2015-02-02 Alexander Schnurr , Herold Dehling

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…

Chaotic Dynamics · Physics 2026-01-05 Max Potratzki , Manuel Adams , Timo Bröhl , Klaus Lehnertz

This paper deals with the chaotic oscillator synchronization. A new approach to detect the synchronized behaviour of chaotic oscillators has been proposed. This approach is based on the analysis of different time scales in the time series…

Chaotic Dynamics · Physics 2009-11-11 Alexander E. Hramov , Alexey A. Koronovskii , Yurij I. Levin

We propose an approach to assess the synchronization of rigidly mounted sensors based on their rotational motion. Using function similarity measures combined with a sliding window approach, our approach is capable of estimating time-varying…

Robotics · Computer Science 2024-10-01 Thomas Wodtko , Alexander Scheible , Michael Buchholz

We characterise the evolution of a dynamical system by combining two well-known complex systems' tools, namely, symbolic ordinal analysis and networks. From the ordinal representation of a time-series we construct a network in which every…

In this work, the synchronization problem of a master-slave system of autonomous ordinary differential equations (ODEs) is considered. Here, the systems are, chaotic with a nonlinearity represented by a piecewise linear function,…

Chaotic Dynamics · Physics 2021-12-16 J. Telenchana , A. Acosta , P. Garcia

As a new method for detecting change-points in high-resolution time series, we apply Maximum Mean Discrepancy to the distributions of ordinal patterns in different parts of a time series. The main advantage of this approach is its…

Methodology · Statistics 2012-10-19 Mathieu Sinn , Ali Ghodsi , Karsten Keller

Ordinal measures provide a valuable collection of tools for analyzing correlated data series. However, using these methods to understand the information interchange in networks of dynamical systems, and uncover the interplay between…

Physics and Society · Physics 2023-08-02 Juan A. Almendral , I. Leyva , Irene Sendiña-Nadal

The optimal statistic (OS) is a frequentist estimator for the amplitude and significance of a spatially-correlated signal in pulsar timing array (PTA) data, and it is widely used to search for the gravitational wave background (GWB).…

Instrumentation and Methods for Astrophysics · Physics 2024-01-18 Shashwat C. Sardesai , Sarah J. Vigeland , Kyle A. Gersbach , Stephen R. Taylor

"Synchronization of two dynamical systems" is the term used to describe the phenomenon when two or more systems gradually change their states or behaviors to become similar or identical. This can happen in a lot of fields, such as physics,…

Optimization and Control · Mathematics 2026-03-24 Vivek Mishra , S. K. Agrawal

Order is one of the main instruments to measure the relationship between objects in (empirical) data. However, compared to methods that use numerical properties of objects, the amount of ordinal methods developed is rather small. One reason…

Artificial Intelligence · Computer Science 2023-12-29 Gerd Stumme , Dominik Dürrschnabel , Tom Hanika

One of the most popular and innovative methods to analyse signals is by using Ordinal Patterns (OPs). The OP encoding is based on transforming a (univariate) signal into a symbolic sequence of OPs, where each OP represents the number of…

Chaotic Dynamics · Physics 2026-01-27 Melvyn Tyloo , Joaquín González , Nicolás Rubido

Although classical spectral analysis is a natural approach to characterise linear systems, it cannot describe a chaotic dynamics. Here, we propose the ordinal spectrum, a method based on a spectral transformation of symbolic sequences, to…

Data Analysis, Statistics and Probability · Physics 2020-09-08 Mario Chavez , Johann H. Martinez

An oscillatory system can have clockwise and anticlockwise senses of rotation. We propose a general rule how to obtain counter-rotating oscillators from the definition of a dynamical system and then investigate synchronization. A type of…

Chaotic Dynamics · Physics 2015-05-28 S. K. Bhowmick , Dibakar Ghosh , Syamal K. Dana

Ordinal pattern dependence is a multivariate dependence measure based on the co-movement of two time series. In strong connection to ordinal time series analysis, the ordinal information is taken into account to derive robust results on the…

Statistics Theory · Mathematics 2021-06-09 Ines Nüßgen , Alexander Schnurr

We study the noise effects in a driven system of globally coupled oscillators, with particular attention to the interplay between driving and noise. The self-consistency equation for the order parameter, which measures the collective…

Statistical Mechanics · Physics 2009-10-31 H. Hong , M. Y. Choi , K. Park , B. -G. Yoon , K. -S. Soh
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