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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

The interaction between the fractional order parameter and the damping parameter can play a relevant role for introducing different dynamical behaviors in a physical system. Here, we study the Duffing oscillator with a fractional damping…

Chaotic Dynamics · Physics 2024-03-18 Mattia Coccolo , Jesús M. Seoane , Miguel A. F. Sanjuán

We consider the nonlinear Duffing oscillator in presence of fractional damping which is characteristic in different physical situations. The system is studied with a smaller and larger damping parameter value, that we call the underdamped…

Chaotic Dynamics · Physics 2024-03-18 Mattia Coccolo , Jesús M. Seoane , Stefano Lenci , Miguel A. F. Sanjuán

Since Bandt and Pompe's seminal work, permutation entropy has been used in several applications and is now an essential tool for time series analysis. Beyond becoming a popular and successful technique, permutation entropy inspired a…

Data Analysis, Statistics and Probability · Physics 2021-06-10 Arthur A. B. Pessa , Haroldo V. Ribeiro

Ordinal regression predicts the objects' labels that exhibit a natural ordering, which is important to many managerial problems such as credit scoring and clinical diagnosis. In these problems, the ability to explain how the attributes…

Machine Learning · Computer Science 2019-11-15 Mengzhuo Guo , Zhongzhi Xu , Qingpeng Zhang , Xiuwu Liao , Jiapeng Liu

We introduce Ordinal Synchronization ($OS$) as a new measure to quantify synchronization between dynamical systems. $OS$ is calculated from the extraction of the ordinal patterns related to two time series, their transformation into…

Quantitative Methods · Quantitative Biology 2019-01-30 Ignacio Echegoyen , Victor Vera-Ávila , Ricardo Sevilla-Escoboza , Johann H. Martínez , Javier M. Buldú

We analyze the ordinal structure of long-range dependent time series. To this end, we use so called ordinal patterns which describe the relative position of consecutive data points. We provide two estimators for the probabilities of ordinal…

We establish a definition of ordinal patterns for multivariate data sets based on the concept of Tukey's halfspace depth. Given the definition of these \emph{depth patterns}, we are interested in the probabilities of observing specific…

Statistics Theory · Mathematics 2025-03-27 Annika Betken , Alexander Schnurr

We propose a nonparametric test of spatial independence for data observed on irregular, non-lattice point clouds $\mathcal{V}_{n}\subset\mathbb{R}^{2}$. For each location $v\in\mathcal{V}_{n}$, we encode the local spatial configuration…

Order patterns apply well to many fields, because of minimal stationarity assumptions. Here we fix the methodology of patterns of length 3 by introducing an orthogonal system of four pattern contrasts. These contrasts are statistically…

Dynamical Systems · Mathematics 2023-01-02 Christoph Bandt

This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…

Optimization and Control · Mathematics 2026-04-28 Moad Abudia , Opeyemi Owolabi , Joel A. Rosenfeld , Rushikesh Kamalapurkar

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

Approaches for mapping time series to networks have become essential tools for dealing with the increasing challenges of characterizing data from complex systems. Among the different algorithms, the recently proposed ordinal networks stand…

Data Analysis, Statistics and Probability · Physics 2019-10-15 Arthur A. B. Pessa , Haroldo V. Ribeiro

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…

Chaotic Dynamics · Physics 2009-11-13 J. M. Amigó , M. B. Kennel

The Duffing oscillator is a nonlinear extension of the ubiquitous harmonic oscillator and as such plays an outstanding role in science and technology. Experimentally, the system parameters are determined by a measurement of its response to…

Applied Physics · Physics 2022-06-01 Marc T. Cuairan , Jan Gieseler , Nadine Meyer , Romain Quidant

Ordinary differential equation models have become a standard tool for the mechanistic description of biochemical processes. If parameters are inferred from experimental data, such mechanistic models can provide accurate predictions about…

Quantitative Methods · Quantitative Biology 2018-10-12 Fabian Fröhlich , Carolin Loos , Jan Hasenauer

Ordinal pattern dependence has been introduced in order to capture co-monotonic behavior between two time series. This concept has several features one would intuitively demand from a dependence measure. It was believed that ordinal pattern…

Statistics Theory · Mathematics 2024-05-29 Angelika Silbernagel , Alexander Schnurr

Outcomes with a natural order commonly occur in prediction tasks and often the available input data are a mixture of complex data like images and tabular predictors. Deep Learning (DL) models are state-of-the-art for image classification…

Machine Learning · Statistics 2021-04-21 Lucas Kook , Lisa Herzog , Torsten Hothorn , Oliver Dürr , Beate Sick

The concept of the order parameter is extremely useful in physics. Here, I discuss extensions of this concept to cases when the order parameter is no longer a constant but fluctuates or oscillates in space and time. This allows one to…

Strongly Correlated Electrons · Physics 2019-12-20 Konstantin B. Efetov

An ordinal pattern for a finite sequence of real numbers is a permutation that records the relative positions in the sequence. For random walks with steps drawn uniformly from $[-1,1]$, we show an ordinal pattern occurs with probability…

Combinatorics · Mathematics 2019-07-29 Hugh Denoncourt