Revisiting the Characterization of Resting Brain Dynamics with the Permutation Jensen-Shannon Distance.

Taking into account the complexity of the human brain dynamics, the appropriate characterization of any brain state is a challenge not easily met. Actually, even the discrimination of simple behavioral tasks, such as resting with eyes closed or eyes open, represents an intricate problem and many efforts have been and are being made to overcome it. In this work, the aforementioned issue is carefully addressed by performing multiscale analyses of electroencephalogram records with the permutation Jensen-Shannon distance. The influence that linear and nonlinear temporal correlations have on the discrimination is unveiled. Results obtained lead to significant conclusions that help to achieve an improved distinction between these resting brain states.

Unveiling the Connectivity of Complex Networks Using Ordinal Transition Methods.

Ordinal measures provide a valuable collection of tools for analyzing correlated data series. However, using these methods to understand information interchange in the networks of dynamical systems, and uncover the interplay between dynamics and structure during the synchronization process, remains relatively unexplored. Here, we compare the ordinal permutation entropy, a standard complexity measure in the literature, and the permutation entropy of the ordinal transition probability matrix that describes the transitions between the ordinal patterns derived from a time series. We find that the permutation entropy based on the ordinal transition matrix outperforms the rest of the tested measures in discriminating the topological role of networked chaotic Rössler systems. Since the method is based on permutation entropy measures, it can be applied to arbitrary real-world time series exhibiting correlations originating from an existing underlying unknown network structure. In particular, we show the effectiveness of our method using experimental datasets of networks of nonlinear oscillators.

Permutation Entropy of Weakly Noise-Affected Signals.

We analyze the permutation entropy of deterministic chaotic signals affected by a weak observational noise. We investigate the scaling dependence of the entropy increase on both the noise amplitude and the window length used to encode the time series. In order to shed light on the scenario, we perform a multifractal analysis, which allows highlighting the emergence of many poorly populated symbolic sequences generated by the stochastic fluctuations. We finally make use of this information to reconstruct the noiseless permutation entropy. While this approach works quite well for Hénon and tent maps, it is much less effective in the case of hyperchaos. We argue about the underlying motivations.

Ordinal Pattern Dependence in the Context of Long-Range Dependence.

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 dependence between the two processes. This article deals with ordinal pattern dependence for a long-range dependent time series including mixed cases of short- and long-range dependence. We investigate the limit distributions for estimators of ordinal pattern dependence. In doing so, we point out the differences that arise for the underlying time series having different dependence structures. Depending on these assumptions, central and non-central limit theorems are proven. The limit distributions for the latter ones can be included in the class of multivariate Rosenblatt processes. Finally, a simulation study is provided to illustrate our theoretical findings.

Generalized Ordinal Patterns and the KS-Entropy.

Ordinal patterns classifying real vectors according to the order relations between their components are an interesting basic concept for determining the complexity of a measure-preserving dynamical system. In particular, as shown by C. Bandt, G. Keller and B. Pompe, the permutation entropy based on the probability distributions of such patterns is equal to Kolmogorov-Sinai entropy in simple one-dimensional systems. The general reason for this is that, roughly speaking, the system of ordinal patterns obtained for a real-valued "measuring arrangement" has high potential for separating orbits. Starting from a slightly different approach of A. Antoniouk, K. Keller and S. Maksymenko, we discuss the generalizations of ordinal patterns providing enough separation to determine the Kolmogorov-Sinai entropy. For defining these generalized ordinal patterns, the idea is to substitute the basic binary relation ≤ on the real numbers by another binary relation. Generalizing the former results of I. Stolz and K. Keller, we establish conditions that the binary relation and the dynamical system have to fulfill so that the obtained generalized ordinal patterns can be used for estimating the Kolmogorov-Sinai entropy.

Time-Delay Identification Using Multiscale Ordinal Quantifiers.

Time-delayed interactions naturally appear in a multitude of real-world systems due to the finite propagation speed of physical quantities. Often, the time scales of the interactions are unknown to an external observer and need to be inferred from time series of observed data. We explore, in this work, the properties of several ordinal-based quantifiers for the identification of time-delays from time series. To that end, we generate artificial time series of stochastic and deterministic time-delay models. We find that the presence of a nonlinearity in the generating model has consequences for the distribution of ordinal patterns and, consequently, on the delay-identification qualities of the quantifiers. Here, we put forward a novel ordinal-based quantifier that is particularly sensitive to nonlinearities in the generating model and compare it with previously-defined quantifiers. We conclude from our analysis on artificially generated data that the proper identification of the presence of a time-delay and its precise value from time series benefits from the complementary use of ordinal-based quantifiers and the standard autocorrelation function. We further validate these tools with a practical example on real-world data originating from the North Atlantic Oscillation weather phenomenon.

Ordinal Pattern Based Entropies and the Kolmogorov-Sinai Entropy: An Update.

Different authors have shown strong relationships between ordinal pattern based entropies and the Kolmogorov-Sinai entropy, including equality of the latter one and the permutation entropy, the whole picture is however far from being complete. This paper is updating the picture by summarizing some results and discussing some mainly combinatorial aspects behind the dependence of Kolmogorov-Sinai entropy from ordinal pattern distributions on a theoretical level. The paper is more than a review paper. A new statement concerning the conditional permutation entropy will be given as well as a new proof for the fact that the permutation entropy is an upper bound for the Kolmogorov-Sinai entropy. As a main result, general conditions for the permutation entropy being a lower bound for the Kolmogorov-Sinai entropy will be stated. Additionally, a previously introduced method to analyze the relationship between permutation and Kolmogorov-Sinai entropies as well as its limitations will be investigated.

Using the Information Provided by Forbidden Ordinal Patterns in Permutation Entropy to Reinforce Time Series Discrimination Capabilities.

Despite its widely tested and proven usefulness, there is still room for improvement in the basic permutation entropy (PE) algorithm, as several subsequent studies have demonstrated in recent years. Some of these new methods try to address the well-known PE weaknesses, such as its focus only on ordinal and not on amplitude information, and the possible detrimental impact of equal values found in subsequences. Other new methods address less specific weaknesses, such as the PE results' dependence on input parameter values, a common problem found in many entropy calculation methods. The lack of discriminating power among classes in some cases is also a generic problem when entropy measures are used for data series classification. This last problem is the one specifically addressed in the present study. Toward that purpose, the classification performance of the standard PE method was first assessed by conducting several time series classification tests over a varied and diverse set of data. Then, this performance was reassessed using a new Shannon Entropy normalisation scheme proposed in this paper: divide the relative frequencies in PE by the number of different ordinal patterns actually found in the time series, instead of by the theoretically expected number. According to the classification accuracy obtained, this last approach exhibited a higher class discriminating power. It was capable of finding significant differences in six out of seven experimental datasets-whereas the standard PE method only did in four-and it also had better classification accuracy. It can be concluded that using the additional information provided by the number of forbidden/found patterns, it is possible to achieve a higher discriminating power than using the classical PE normalisation method. The resulting algorithm is also very similar to that of PE and very easy to implement.

A Novel Recognition Strategy for Epilepsy EEG Signals Based on Conditional Entropy of Ordinal Patterns.

Epilepsy is one of the most ordinary neuropathic illnesses, and electroencephalogram (EEG) is the essential method for recording various brain rhythm activities due to its high temporal resolution. The conditional entropy of ordinal patterns (CEOP) is known to be fast and easy to implement, which can effectively measure the irregularity of the physiological signals. The present work aims to apply the CEOP to analyze the complexity characteristics of the EEG signals and recognize the epilepsy EEG signals. We discuss the parameter selection and the performance analysis of the CEOP based on the neural mass model. The CEOP is applied to the real EEG database of Bonn epilepsy for identification. The results show that the CEOP is an excellent metrics for the analysis and recognition of epileptic EEG signals. The differences of the CEOP in normal and epileptic brain states suggest that the CEOP could be a judgment tool for the diagnosis of the epileptic seizure.

Algorithmics, Possibilities and Limits of Ordinal Pattern Based Entropies.

The study of nonlinear and possibly chaotic time-dependent systems involves long-term data acquisition or high sample rates. The resulting big data is valuable in order to provide useful insights into long-term dynamics. However, efficient and robust algorithms are required that can analyze long time series without decomposing the data into smaller series. Here symbolic-based analysis techniques that regard the dependence of data points are of some special interest. Such techniques are often prone to capacity or, on the contrary, to undersampling problems if the chosen parameters are too large. In this paper we present and apply algorithms of the relatively new ordinal symbolic approach. These algorithms use overlapping information and binary number representation, whilst being fast in the sense of algorithmic complexity, and allow, to the best of our knowledge, larger parameters than comparable methods currently used. We exploit the achieved large parameter range to investigate the limits of entropy measures based on ordinal symbolics. Moreover, we discuss data simulations from this viewpoint.

Correlations Preceding High-Intensity Events in the Chaotic Dynamics of a Raman Fiber Laser.

We study the time series of the output intensity of a Raman fiber laser with an ordinal patterns analysis in the laminar-turbulent transition. We look for signatures among consecutive events that indicate when the system changes from triggering low-intensity to high-intensity events. We set two thresholds, a low one and a high one, to distinguish between low intensity versus high-intensity events. We find that when the time series is performing low-intensity events (below the low threshold), it shows some preferred temporal patterns before triggering high-intensity events (above a high threshold). The preferred temporal patterns remain the same all through the pump current range studied, even though two clearly different dynamical regimes are covered (laminar regime for low pump currents and turbulent regime for high pump currents). We also find that the turbulent regime shows clearer signatures of determinism than the laminar regime.

Ordinal Patterns in Heartbeat Time Series: An Approach Using Multiscale Analysis.

In this paper, we simultaneously use two different scales in the analysis of ordinal patterns to measure the complexity of the dynamics of heartbeat time series. Rényi entropy and weighted Rényi entropy are the entropy-like measures proposed in the multiscale analysis in which, with the new scheme, four parameters are involved. First, the influence of the variation of the new parameters in the entropy values is analyzed when different groups of subjects (with cardiac diseases or healthy) are considered. Secondly, we exploit the introduction of multiscale analysis in order to detect differences between the groups.

On the Statistical Properties of Multiscale Permutation Entropy: Characterization of the Estimator's Variance.

Permutation Entropy (PE) and Multiscale Permutation Entropy (MPE) have been extensively used in the analysis of time series searching for regularities. Although PE has been explored and characterized, there is still a lack of theoretical background regarding MPE. Therefore, we expand the available MPE theory by developing an explicit expression for the estimator's variance as a function of time scale and ordinal pattern distribution. We derived the MPE Cramér-Rao Lower Bound (CRLB) to test the efficiency of our theoretical result. We also tested our formulation against MPE variance measurements from simulated surrogate signals. We found the MPE variance symmetric around the point of equally probable patterns, showing clear maxima and minima. This implies that the MPE variance is directly linked to the MPE measurement itself, and there is a region where the variance is maximum. This effect arises directly from the pattern distribution, and it is unrelated to the time scale or the signal length. The MPE variance also increases linearly with time scale, except when the MPE measurement is close to its maximum, where the variance presents quadratic growth. The expression approaches the CRLB asymptotically, with fast convergence. The theoretical variance is close to the results from simulations, and appears consistently below the actual measurements. By knowing the MPE variance, it is possible to have a clear precision criterion for statistical comparison in real-life applications.

Concurrent control chart pattern recognition in manufacturing processes based on zero-shot learning.

In real industrial settings, collecting and labeling concurrent abnormal control chart pattern (CCP) samples are challenging, thereby hindering the effectiveness of current CCP recognition (CCPR) methods. This paper introduces zero-shot learning into quality control, proposing an intelligent model for recognizing zero-shot concurrent CCPs (C-CCPs). A multiscale ordinal pattern (OP) feature considering data sequential relationship is proposed. Drawing from expert knowledge, an attribute description space (ADS) is established to infer from single CCPs to C-CCPs. An ADS is embedded between features and labels, and the attribute classifier associates the features and attributes of CCPs. Experimental results demonstrate an accuracy of 98.73 % for 11 unseen C-CCPs and an overall accuracy of 98.89 % for all 19 CCPs, without C-CCP samples in training. Compared with other features, the multiscale OP feature has the best recognition effect on unseen C-CCPs.

Short-term prediction through ordinal patterns.

Prediction in natural environments is a challenging task, and there is a lack of clarity around how a myopic organism can make short-term predictions given limited data availability and cognitive resources. In this context, we may ask what kind of resources are available to the organism to help it address the challenge of short-term prediction within its own cognitive limits. We point to one potentially important resource: ordinal patterns, which are extensively used in physics but not in the study of cognitive processes. We explain the potential importance of ordinal patterns for short-term prediction, and how natural constraints imposed through (i) ordinal pattern types, (ii) their transition probabilities and (iii) their irreversibility signature may support short-term prediction. Having tested these ideas on a massive dataset of Bitcoin prices representing a highly fluctuating environment, we provide preliminary empirical support showing how organisms characterized by bounded rationality may generate short-term predictions by relying on ordinal patterns.

Using symbolic networks to analyse dynamical properties of disease outbreaks.

We introduce a new methodology, which is based on the construction of epidemic networks, to analyse the evolution of epidemic time series. First, we translate the time series into ordinal patterns containing information about local fluctuations in disease prevalence. Each pattern is associated with a node of a network, whose (directed) connections arise from consecutive appearances in the series. The analysis of the network structure and the role of each pattern allows them to be classified according to the enhancement of entropy/complexity along the series, giving a different point of view about the evolution of a given disease.

Multiscale ordinal network analysis of human cardiac dynamics.

In this study, we propose a new information theoretic measure to quantify the complexity of biological systems based on time-series data. We demonstrate the potential of our method using two distinct applications to human cardiac dynamics. Firstly, we show that the method clearly discriminates between segments of electrocardiogram records characterized by normal sinus rhythm, ventricular tachycardia and ventricular fibrillation. Secondly, we investigate the multiscale complexity of cardiac dynamics with respect to age in healthy individuals using interbeat interval time series and compare our findings with a previous study which established a link between age and fractal-like long-range correlations. The method we use is an extension of the symbolic mapping procedure originally proposed for permutation entropy. We build a Markov chain of the dynamics based on order patterns in the time series which we call an ordinal network, and from this model compute an intuitive entropic measure of transitional complexity. A discussion of the model parameter space in terms of traditional time delay embedding provides a theoretical basis for our multiscale approach. As an ancillary discussion, we address the practical issue of node aliasing and how this effects ordinal network models of continuous systems from discrete time sampled data, such as interbeat interval time series.This article is part of the themed issue 'Mathematical methods in medicine: neuroscience, cardiology and pathology'.

Ordinal symbolic analysis and its application to biomedical recordings.

Ordinal symbolic analysis opens an interesting and powerful perspective on time-series analysis. Here, we review this relatively new approach and highlight its relation to symbolic dynamics and representations. Our exposition reaches from the general ideas up to recent developments, with special emphasis on its applications to biomedical recordings. The latter will be illustrated with epilepsy data.