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This article presents the applicability of Permutation Entropy based complexity measure of a time series for detection of fault in wind turbines. A set of electrical data from one faulty and one healthy wind turbine were analysed using…

Adaptation and Self-Organizing Systems · Physics 2016-01-21 Sumit Kumar Ram , Geir Kulia , Marta Molinas

Evaluating robustness under temporal distribution shift remains an open challenge. Existing metrics quantify the average decline in performance, but fail to capture how models adapt to evolving data. As a result, temporal degradation is…

Machine Learning · Computer Science 2026-04-09 Lorenzo Iovine , Giacomo Ziffer , Emanuele Della Valle

In 2002, in a seminal article, Christoph Bandt and Bernd Pompe proposed a new methodology for the analysis of complex time series, now known as Ordinal Analysis. The ordinal methodology is based on the computation of symbols (known as…

Data Analysis, Statistics and Probability · Physics 2022-06-07 Inmaculada Leyva , Johann Martinez , Cristina Masoller , Osvaldo A. Rosso , Massimiliano Zanin

Permutation entropy and its associated frameworks are remarkable examples of physics-inspired techniques adept at processing complex and extensive datasets. Despite substantial progress in developing and applying these tools, their use has…

Data Analysis, Statistics and Probability · Physics 2024-08-14 Leonardo G. J. M. Voltarelli , Arthur A. B. Pessa , Luciano Zunino , Rafael S. Zola , Ervin K. Lenzi , Matjaz Perc , Haroldo V. Ribeiro

This paper introduces a new framework to quantify distance between finite sets with uncertainty present, where probability distributions determine the locations of individual elements. Combining this with a Bayesian change point detection…

Statistical Finance · Quantitative Finance 2021-12-28 Nick James , Max Menzies

The goal of animal movement analysis is to understand how organisms explore and exploit the complex and varying environment. Animals usually exhibit varied and complicated movements, from apparently deterministic behaviors to highly random…

Quantitative Methods · Quantitative Biology 2014-01-17 Xiaofeng Liu , Ning Xu , Aimin Jiang

The Random Permutation Set (RPS) is a new type of set proposed recently, which can be regarded as the generalization of evidence theory. To measure the uncertainty of RPS, the entropy of RPS and its corresponding maximum entropy have been…

Information Theory · Computer Science 2024-03-12 Jiefeng Zhou , Zhen Li , Kang Hao Cheong , Yong Deng

A practical measure for the complexity of sequences of symbols (``strings'') is introduced that is rooted in automata theory but avoids the problems of Kolmogorov-Chaitin complexity. This physical complexity can be estimated for ensembles…

adap-org · Physics 2009-10-28 C. Adami , N. J. Cerf

The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Other Statistics · Statistics 2017-07-05 G. Corso , T. L. Prado , G. Z. dos S. Lima , S. R. Lopes

Finding the correct encoding for a generic dynamical system's trajectory is a complicated task: the symbolic sequence needs to preserve the invariant properties from the system's trajectory. In theory, the solution to this problem is found…

Chaotic Dynamics · Physics 2018-04-18 Nicolás Rubido , Celso Grebogi , Murilo S. Baptista

Time series are ubiquitous, and a measure to assess their similarity is a core part of many computational systems. In particular, the similarity measure is the most essential ingredient of time series clustering and classification systems.…

Machine Learning · Computer Science 2016-05-18 Joan Serrà , Josep Lluis Arcos

Complex systems have become a popular lens for analyzing cities and complexity theory has many implications for urban performance and resilience. This paper develops a typology of measures and indicators for assessing the physical…

Physics and Society · Physics 2018-10-05 Geoff Boeing

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum…

Statistical Mechanics · Physics 2015-05-13 R. Piasecki , A. Plastino

Ordinal Patterns are a time-series data analysis tool used as a preliminary step to construct the Permutation Entropy which itself allows the same characterization of dynamics as chaotic or regular as more theoretical constructs such as the…

Adaptation and Self-Organizing Systems · Physics 2021-02-24 I. Gunther , Arjendu K. Pattanayak , Andrés Aragoneses

When inspecting information visualizations under time critical settings, such as emergency response or monitoring the heart rate in a surgery room, the user only has a small amount of time to view the visualization "at a glance". In these…

Human-Computer Interaction · Computer Science 2018-11-09 Gabriel Ryan , Abigail Mosca , Remco Chang , Eugene Wu

Complex systems are characterised by a tight, nontrivial interplay of their constituents, which gives rise to a multi-scale spectrum of emergent properties. In this scenario, it is practically and conceptually difficult to identify those…

Statistical Mechanics · Physics 2022-10-19 Roi Holtzman , Marco Giulini , Raffaello Potestio

Numerous definitions for complexity have been proposed over the last half century, with little consensus achieved on how to use the term. A definition of complexity is supplied here that is closely related to the Kolmogorov Complexity and…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Russell K. Standish

This paper studies permutation tests for regression parameters in a time series setting, where the time series is assumed stationary but may exhibit an arbitrary (but weak) dependence structure. In such a setting, it is perhaps surprising…

Statistics Theory · Mathematics 2024-04-11 Joseph P. Romano , Marius A. Tirlea

We introduce amorphic complexity as a new topological invariant that measures the complexity of dynamical systems in the regime of zero entropy. Its main purpose is to detect the very onset of disorder in the asymptotic behaviour. For…

Dynamical Systems · Mathematics 2016-02-17 G. Fuhrmann , M. Gröger , T. Jäger
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