One of the most important aspects of time series is their degree of stochasticity vs. chaoticity.
Since the discovery of chaotic maps, many algorithms have been proposed to discriminate …

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

Short-term wind power prediction is challenging due to the chaotic characteristics of wind
speed. Since, for wind power industries, designing an accurate and reliable wind power …

The main motivation of this paper is to introduce the permutation Jensen-Shannon distance,
a symbolic tool able to quantify the degree of similarity between two arbitrary time series …

The assessment of time irreversibility, ie, of the lack of invariance of the statistical properties
of a system under the operation of time reversal, is a topic steadily gaining attention within …

Entropy metrics (for example, permutation entropy) are nonlinear measures of irregularity in
time series (one-dimensional data). Some of these entropy metrics can be generalised to …

Order patterns apply well to many fields, because of minimal stationarity assumptions. Here,
we fix the methodology of patterns of length 3 by introducing an orthogonal system of four …

Ordinal time series analysis is based on the idea to map time series to ordinal patterns, ie,
order relations between the values of a time series and not the values themselves, as …

Time irreversibility is a common signature of nonlinear processes and a fundamental
property of non-equilibrium systems driven by non-conservative forces. A time series is said …

We study how obsessive-compulsive disorder (OCD) affects the complexity and time-
reversal symmetry-breaking (irreversibility) of the brain resting-state activity as measured by …