相关论文: Ordinal spectrum: a frequency domain characterizat…

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…

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…

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…

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…

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…

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…

A useful approach for analysing multiple time series is via characterising their spectral density matrix as the frequency domain analog of the covariance matrix. When the dimension of the time series is large compared to their length,…

A powerful tool is developed for the characterization of chaotic signals. The approach is based on the symbolic encoding of time series (according to their ordinal patterns) combined with the ensuing characterization of the corresponding…

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…

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…

Explicit expressions are presented that describe the input-output behaviour of a nonlinear system in both the frequency and the time domain. The expressions are based on a set of coefficients that do not depend on the input to the system…

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

The frequency-domain properties of nonstationary functional time series often contain valuable information. These properties are characterized through its time-varying power spectrum. Practitioners seeking low-dimensional summary measures…

Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…

Nonlinear time series analysis is an active field of research that studies the structure of complex signals in order to derive information of the process that generated those series, for understanding, modeling and forecasting purposes. In…

A new approach is proposed to the quantitative estimation of the complexity of multidimensional discrete sequences in terms of the shapes of their trajectories in the extended space of states. This approach is based on the study of the…

We introduce a new methodology to analyze the evolution of epidemic time series, which is based on the construction of epidemic networks. First, we translate the time series into ordinal patterns containing information about local…

Time series and signals are attracting more attention across statistics, machine learning and pattern recognition as it appears widely in the industry especially in sensor and IoT related research and applications, but few advances has been…

Frequency-domain analysis has emerged as a powerful paradigm for time series analysis, offering unique advantages over traditional time-domain approaches while introducing new theoretical and practical challenges. This survey provides a…

There is a growing interest in methods for detecting and interpreting changes in experimental time evolution data. Based on measured time series, the quantitative characterization of dynamical phase transitions at bifurcation points of the…