Learning and distinguishing time series dynamics via ordinal patterns transition graphs

DOI10.1016/J.AMC.2019.06.068MaRDI QIDQ2286070zbMATH OpenOpenAlexWikidataFDO

Authors João B. Borges, Heitor S. Ramos, Raquel A. F. Mini, Alejandro C. Frery, Antonio A. F. Loureiro, Osvaldo A. Rosso

Publication date 9 January 2020

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2019.06.068

zbMATH Keywords

chaosrandomnesstime series classificationBandt-Pompe transformationtime series characterizationtime series dynamics

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Pattern recognition, speech recognition (68T10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

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Cites work

• scientific article; zbMATH DE number 3340881 (Why is no real title available?)
• A directed weighted complex network for characterizing chaotic dynamics from time series
• A survey on concept drift adaptation
• Characterization of electric load with information theory quantifiers
• Characterizing pseudoperiodic time series through the complex network approach
• Determining Lyapunov exponents from a time series
• Discriminating chaotic and stochastic dynamics through the permutation spectrum test
• Distinguishing chaotic time series from noise: a random matrix approach
• From time series to complex networks: the visibility graph
• Random number generators and causality
• Support-vector networks
• Time lagged ordinal partition networks for capturing dynamics of continuous dynamical systems

Cited in

(8)

• Transition-based complexity-entropy causality diagram: a novel method to characterize complex systems
• Quantifying time series complexity by multi-scale transition network approaches
• A learning multi-order transition network method using nodes ranking and local search and scoring
• Characterizing dynamical transitions by statistical complexity measures based on ordinal pattern transition networks
• ordpy: a Python package for data analysis with permutation entropy and ordinal network methods
• Mathematical and informational tools for classifying blood glucose signals -- a pilot study
• Contrasting chaotic with stochastic dynamics via ordinal transition networks
• Learning local directed acyclic graphs based on multivariate time series data

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