Contrasting chaotic with stochastic dynamics via ordinal transition networks

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.

Markov-modulated model for landing flow dynamics: An ordinal analysis validation

Air transportation is a complex system characterized by a plethora of interactions at multiple temporal and spatial scales; as a consequence, even simple dynamics like sequencing aircraft for landing can lead to the appearance of emergent behaviors, which are both difficult to control and detrimental to operational efficiency. We propose a model, based on a modulated Markov jitter, to represent ordinal pattern properties of real landing operations in European airports. The parameters of the model are tuned by minimizing the distance between the probability distributions of ordinal patterns generated by the real and synthetic sequences, as estimated by the Permutation Jensen-Shannon Distance. We show that the correlation between consecutive hours in the landing flow changes between airports and that it can be interpreted as a metric of efficiency. We further compare the dynamics pre and post COVID-19, showing how this has changed beyond what can be attributed to a simple reduction of traffic. We finally draw some operational conclusions and discuss the applicability of these findings in a real operational environment.

Continuous ordinal patterns: Creating a bridge between ordinal analysis and deep learning

We introduce a generalization of the celebrated ordinal pattern approach for the analysis of time series, in which these are evaluated in terms of their distance to ordinal patterns defined in a continuous way. This allows us to naturally incorporate information about the local amplitude of the data and to optimize the ordinal pattern(s) to the problem under study. This last element represents a novel bridge between standard ordinal analysis and deep learning, allowing the achievement of results comparable to the latter in real-world classification problems while also retaining the conceptual simplicity, computational efficiency, and easy interpretability of the former. We test this through the use of synthetic time series, generated by standard chaotic maps and dynamical models, data sets representing brain activity in health and schizophrenia, and the dynamics of delays in the European air transport system. We further show how the continuous ordinal patterns can be used to assess other aspects of the dynamics, like time irreversibility.

Predicting Change in Emotion through Ordinal Patterns and Simple Symbolic Expressions

Human interlocutors may use emotions as an important signaling device for coordinating an interaction. In this context, predicting a significant change in a speaker’s emotion may be important for regulating the interaction. Given the nonlinear and noisy nature of human conversations and relatively short time series they produce, such a predictive model is an open challenge, both for modeling human behavior and in engineering artificial intelligence systems for predicting change. In this paper, we present simple and theoretically grounded models for predicting the direction of change in emotion during conversation. We tested our approach on textual data from several massive conversations corpora and two different cultures: Chinese (Mandarin) and American (English). The results converge in suggesting that change in emotion may be successfully predicted, even with regard to very short, nonlinear, and noisy interactions.

Complex network analysis of the gravity effect on premixed flames propagating in a Hele-Shaw cell

We study the effect of gravity on spatiotemporal flame front dynamics in a Hele-Shaw cell from the viewpoint of complex networks. The randomness in flame front dynamics significantly increases with the gravitational level when the normalized Rayleigh number R_{a} is negative. This is clearly identified by two network entropies: the flame front network entropy and the transition network entropy. The irregular formation of large-scale wrinkles driven by the Rayleigh-Taylor instability plays an important role in the formation of high-dimensional deterministic chaos at R_{a}<0, resulting in the increase in the randomness of flame front dynamics.

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.

Mapping images into ordinal networks

An increasing abstraction has marked some recent investigations in network science. Examples include the development of algorithms that map time series data into networks whose vertices and edges can have different interpretations, beyond the classical idea of parts and interactions of a complex system. These approaches have proven useful for dealing with the growing complexity and volume of diverse data sets. However, the use of such algorithms is mostly limited to one-dimensional data, and there has been little effort towards extending these methods to higher-dimensional data such as images. Here we propose a generalization for the ordinal network algorithm for mapping images into networks. We investigate the emergence of connectivity constraints inherited from the symbolization process used for defining the network nodes and links, which in turn allows us to derive the exact structure of ordinal networks obtained from random images. We illustrate the use of this new algorithm in a series of applications involving randomization of periodic ornaments, images generated by two-dimensional fractional Brownian motion and the Ising model, and a data set of natural textures. These examples show that measures obtained from ordinal networks (such as average shortest path and global node entropy) extract important image properties related to roughness and symmetry, are robust against noise, and can achieve higher accuracy than traditional texture descriptors extracted from gray-level co-occurrence matrices in simple image classification tasks.