Permutation group entropy: A new route to complexity for real-valued processes

Ordinal pattern-based complexity analysis of high-dimensional chaotic time series

The ordinal pattern-based complexity-entropy plane is a popular tool in nonlinear dynamics for distinguishing stochastic signals (noise) from deterministic chaos. Its performance, however, has mainly been demonstrated for time series from low-dimensional discrete or continuous dynamical systems. In order to evaluate the usefulness and power of the complexity-entropy (CE) plane approach for data representing high-dimensional chaotic dynamics, we applied this method to time series generated by the Lorenz-96 system, the generalized Hénon map, the Mackey-Glass equation, the Kuramoto-Sivashinsky equation, and to phase-randomized surrogates of these data. We find that both the high-dimensional deterministic time series and the stochastic surrogate data may be located in the same region of the complexity-entropy plane, and their representations show very similar behavior with varying lag and pattern lengths. Therefore, the classification of these data by means of their position in the CE plane can be challenging or even misleading, while surrogate data tests based on (entropy, complexity) yield significant results in most cases.

A review of symbolic dynamics and symbolic reconstruction of dynamical systems

Discretizing a nonlinear time series enables us to calculate its statistics fast and rigorously. Before the turn of the century, the approach using partitions was dominant. In the last two decades, discretization via permutations has been developed to a powerful methodology, while recurrence plots have recently begun to be recognized as a method of discretization. In the meantime, horizontal visibility graphs have also been proposed to discretize time series. In this review, we summarize these methods and compare them from the viewpoint of symbolic dynamics, which is the right framework to study the symbolic representation of nonlinear time series and the inverse process: the symbolic reconstruction of dynamical systems. As we will show, symbolic dynamics is currently a very active research field with interesting applications.