Forbidden ordinal patterns in higher dimensional dynamics

DOI10.1016/J.PHYSD.2008.05.003MaRDI QIDQ1000714zbMATH OpenOpenAlexFDO

Authors José M. Amigó, Matthew B. Kennel

Publication date 10 February 2009

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0711.1853

zbMATH Keywords

time series analysisordinal patternstopological permutation entropy

Mathematics Subject Classification ID

Symbolic dynamics (37B10)

Abstract: Forbidden ordinal patterns are ordinal patterns (or `rank blocks') that cannot appear in the orbits generated by a map taking values on a linearly ordered space, in which case we say that the map has forbidden patterns. Once a map has a forbidden pattern of a given length $L_0$, it has forbidden patterns of any length $Lge{L}_0$ and their number grows superexponentially with $L$. Using recent results on topological permutation entropy, we study in this paper the existence and some basic properties of forbidden ordinal patterns for self maps on n-dimensional intervals. Our most applicable conclusion is that expansive interval maps with finite topological entropy have necessarily forbidden patterns, although we conjecture that this is also the case under more general conditions. The theoretical results are nicely illustrated for n=2 both using the naive counting estimator for forbidden patterns and Chao's estimator for the number of classes in a population. The robustness of forbidden ordinal patterns against observational white noise is also illustrated.

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Cites work

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Cited in

(14)

• On entropy, entropy-like quantities, and applications
• A generalized permutation entropy for noisy dynamics and random processes
• MINIMAL FORBIDDEN PATTERNS OF MULTI-DIMENSIONAL SHIFTS
• Permutation complexity in dynamical systems. Ordinal patterns, permutation entropy and all that
• The ordinal structure of the signed shift transformations
• Complexity-based permutation entropies: from deterministic time series to white noise
• On basic forbidden patterns of functions
• Forbidden patterns and shift systems
• Composition law of cardinal ordering permutations
• Distributions of order patterns of interval maps
• Computing algebraic transfer entropy and coupling directions via transcripts
• Permutation group entropy: a new route to complexity for real-valued processes
• A review of symbolic dynamics and symbolic reconstruction of dynamical systems
• Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)

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• MersenneTwister

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