相关论文: 20 years of ordinal patterns: Perspectives and cha…

Biological sequences do not come at random. Instead, they appear with particular frequencies that reflect properties of the associated system or phenomenon. Knowing how biological sequences are distributed in sequence space is thus a…

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…

Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters,…

Ordinal classification problems, where labels exhibit a natural order, are prevalent in high-stakes fields such as medicine and finance. Accurate uncertainty quantification, including the decomposition into aleatoric (inherent variability)…

Since its origin in the thermodynamics of the 19th century, the concept of entropy has also permeated other fields of physics and mathematics, such as Classical and Quantum Statistical Mechanics, Information Theory, Probability Theory,…

Classification of ordinal data is one of the most important tasks of relation learning. In this thesis a novel framework for ordered classes is proposed. The technique reduces the problem of classifying ordered classes to the standard…

Order patterns and permutation entropy have become useful tools for studying biomedical, geophysical or climate time series. Here we study day-to-day market data, and Brownian motion which is a good model for their order patterns. A crucial…

Uncertainty is the only certainty there is. Modeling data uncertainty is essential for regression, especially in unconstrained settings. Traditionally the direct regression formulation is considered and the uncertainty is modeled by…

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…

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…

This paper extends the class of ordinal regression models with a structured interpretation of the problem by applying a novel treatment of encoded labels. The net effect of this is to transform the underlying problem from an ordinal…

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…

Ordinal pattern dependence is a multivariate dependence measure based on the co-movement of two time series. In strong connection to ordinal time series analysis, the ordinal information is taken into account to derive robust results on the…

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…

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…

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…

There is no single universally accepted definition of "Complexity". There are several perspectives on complexity and what constitutes complex behaviour or complex systems, as opposed to regular, predictable behaviour and simple systems. In…

The Fisher-Shannon complexity plane is a powerful tool that represents complex dynamics in a two-dimensional plane. It locates a dynamical system based upon its entropy and its Fisher Information Measure (FIM). It has been recently shown…

It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…

Ordinal regression refers to classifying object instances into ordinal categories. It has been widely studied in many scenarios, such as medical disease grading, movie rating, etc. Known methods focused only on learning inter-class ordinal…