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The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of…

Dynamical Systems · Mathematics 2017-10-19 Karsten Keller , Sergiy Maksymenko , Inga Stolz

Many dynamical phenomena in complex systems concern spreading that plays out on top of networks with changing architecture over time -- commonly known as temporal networks. A complex system's proneness to facilitate spreading phenomena,…

Physics and Society · Physics 2022-05-06 Mark M. Dekker , Raoul D. Schram , Jiamin Ou , Debabrata Panja

In this work, several random Boolean networks (RBN) are generated and analyzed from two characteristics: their time evolution diagram and their transition diagram. For this purpose, its randomness is estimated using three measures, of which…

Information Theory · Computer Science 2024-09-04 Manuel de J. Luevano , Alejandro Puga

In the modeling, monitoring, and control of complex networks, a fundamental problem concerns the comprehensive determination of the state of the system from limited measurements. Using power grids as example networks, we show that this…

Physics and Society · Physics 2013-01-28 Yang Yang , Jianhui Wang , Adilson E. Motter

Temporal networks are commonly used to represent dynamical complex systems like social networks, simultaneous firing of neurons, human mobility or public transportation. Their dynamics may evolve on multiple time scales characterising for…

Physics and Society · Physics 2024-02-27 Elsa Andres , Alain Barrat , Márton Karsai

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…

Data Analysis, Statistics and Probability · Physics 2021-12-08 Johann H. Martínez , José L. Herrera-Diestra , Mario Chavez

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

Human communication is commonly represented as a temporal social network, and evaluated in terms of its uniqueness. We propose a set of new entropy-based measures for human communication dynamics represented within the temporal social…

Social and Information Networks · Computer Science 2018-10-29 Marcin Kulisiewicz , Przemysław Kazienko , Bolesław K. Szymański , Radosław Michalski

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

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Permutation entropy has become a standard tool for time series analysis that exploits the temporal properties of these data sets. Many current applications use an approach based on Shannon entropy, which implicitly assumes an underlying…

Methodology · Statistics 2018-02-14 Daryl DeFord , Katherine Moore

Despite the widespread use of ordinal measures in HCI, such as Likert-items, there is little consensus among HCI researchers on the statistical methods used for analysing such data. Both parametric and non-parametric methods have been…

Methodology · Statistics 2026-02-24 Brandon Victor Syiem , Eduardo Velloso

Reconstructing the structural connectivity between interacting units from observed activity is a challenge across many different disciplines. The fundamental first step is to establish whether or to what extent the interactions between the…

Neurons and Cognition · Quantitative Biology 2016-11-02 Elliot A. Martin , Jaroslav Hlinka , Jörn Davidsen

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…

Methodology · Statistics 2026-03-03 Stefan Inerle , Markus Pauly , Moritz Berger

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

Recent research on temporal networks has highlighted the limitations of a static network perspective for our understanding of complex systems with dynamic topologies. In particular, recent works have shown that i) the specific order in…

Physics and Society · Physics 2017-11-20 Ingo Scholtes , Nicolas Wider , Antonios Garas

Complex systems are found in most branches of science. It is still argued how to best quantify their complexity and to what end. One prominent measure of complexity (the statistical complexity) has an operational meaning in terms of the…

Data Analysis, Statistics and Probability · Physics 2011-10-24 Karoline Wiesner , Mile Gu , Elisabeth Rieper , Vlatko Vedral

Complex networks are an important paradigm of modern complex systems sciences which allows quantitatively assessing the structural properties of systems composed of different interacting entities. During the last years, intensive efforts…