Related papers: Ordinal methods for a characterization of evolving…
The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording, and analyzing the dynamics of different processes,…
This paper is devoted to change-point detection using only the ordinal structure of a time series. A statistic based on the conditional entropy of ordinal patterns characterizing the local up and down in a time series is introduced and…
In ordinal symbolic dynamics, transcripts describe the algebraic relationship between ordinal patterns. Using the concept of transcript, we exploit the mathematical structure of the group of permutations to derive properties and relations…
Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…
The analysis of temporal networks heavily depends on the analysis of time-respecting paths. However, before being able to model and analyze the time-respecting paths, we have to infer the timescales at which the temporal edges influence…
This report describes a minimalistic set of methods engineered to anchor clinical events onto a temporal space. Specifically, we describe methods to extract clinical events (e.g., Problems, Treatments and Tests), temporal expressions (i.e.,…
Identifying patterns of relations among the units of a complex system from measurements of their activities in time is a fundamental problem with many practical applications. Here, we introduce a method that detects dependencies of any…
The ideas of optimization of learning algorithms in Artificial Neural Networks are reviewed emphasizing generic properties and the online implementations are interpreted from a biological perspective. A simple model of the relevant…
We propose a robust and computationally efficient algorithm to generically construct first return maps of dynamical systems from time series without the need for embedding. Typically, a first return map is constructed using a heuristic…
Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to…
In the last decade, there has been a growing body of literature addressing the utilization of complex network methods for the characterization of dynamical systems based on time series. While both nonlinear time series analysis and complex…
We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution…
Recently, evolving networks are becoming a suitable form to model many real-world complex systems, due to their peculiarities to represent the systems and their constituting entities, the interactions between the entities and the…
Causal inference from observational data is an ambitious but highly relevant task, with diverse applications ranging from natural to social sciences. Within the scope of nonparametric time series, causal inference defined through…
We propose to construct cross and joint ordinal pattern transition networks from multivariate time series for two coupled systems, where synchronizations are often present. In particular, we focus on phase synchronization, which is one of…
Observations made in continuous time are often irregular and contain the missing values across different channels. One approach to handle the missing data is imputing it using splines, by fitting the piecewise polynomials to the observed…
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…
Bayesian networks are a powerful framework for studying the dependency structure of variables in a complex system. The problem of learning Bayesian networks is tightly associated with the given data type. Ordinal data, such as stages of…
Detecting structure in noisy time series is a difficult task. One intuitive feature is the notion of trend. From theoretical hints and using simulated time series, we empirically investigate the efficiency of standard recurrent neural…
We investigate a generalised version of the recently proposed ordinal partition time series to network transformation algorithm. Firstly we introduce a fixed time lag for the elements of each partition that is selected using techniques from…