Multiscale ordinal network analysis of human cardiac dynamics

A mutual information statistic for assessing state space partitions of dynamical systems

We propose a mutual information statistic to quantify the information encoded by a partition of the state space of a dynamical system. We measure the mutual information between each point's symbolic trajectory history under a coarse partition (one with few unique symbols) and its partition assignment under a fine partition (one with many unique symbols). When applied to a set of test cases, this statistic demonstrates predictable and consistent behavior. Empirical results and the statistic's formulation suggest that partitions based on trajectory history, such as the ordinal partition, perform best. As an application, we introduce the weighted ordinal partition, an extension of the popular ordinal partition with parameters that can be optimized using the mutual information statistic, and demonstrate improvements over the ordinal partition in time series analysis. We also demonstrate the weighted ordinal partition's applicability to real experimental datasets.

Correlation Fuzzy measure of multivariate time series for signature recognition

Distinguishing different time series, which is determinant or stochastic, is an important task in signal processing. In this work, a correlation measure constructs Correlation Fuzzy Entropy (CFE) to discriminate Chaos and stochastic series. It can be employed to distinguish chaotic signals from ARIMA series with different noises. With specific embedding dimensions, we implemented the CFE features by analyzing two available online signature databases MCYT-100 and SVC2004. The accurate rates of the CFE-based models exceed 99.3%.

Characterizing unstructured data with the nearest neighbor permutation entropy

Permutation entropy and its associated frameworks are remarkable examples of physics-inspired techniques adept at processing complex and extensive datasets. Despite substantial progress in developing and applying these tools, their use has been predominantly limited to structured datasets such as time series or images. Here, we introduce the k-nearest neighbor permutation entropy, an innovative extension of the permutation entropy tailored for unstructured data, irrespective of their spatial or temporal configuration and dimensionality. Our approach builds upon nearest neighbor graphs to establish neighborhood relations and uses random walks to extract ordinal patterns and their distribution, thereby defining the k-nearest neighbor permutation entropy. This tool not only adeptly identifies variations in patterns of unstructured data but also does so with a precision that significantly surpasses conventional measures such as spatial autocorrelation. Additionally, it provides a natural approach for incorporating amplitude information and time gaps when analyzing time series or images, thus significantly enhancing its noise resilience and predictive capabilities compared to the usual permutation entropy. Our research substantially expands the applicability of ordinal methods to more general data types, opening promising research avenues for extending the permutation entropy toolkit for unstructured data.

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.

Capturing synchronization with complexity measure of ordinal pattern transition network constructed by crossplot

To evaluate the synchronization of bivariate time series has been a hot topic, and a number of measures have been proposed. In this work, by introducing the ordinal pattern transition network into the crossplot, a new method for measuring the synchronization of bivariate time series is proposed. After the crossplot been partitioned and coded, the coded partitions are defined as network nodes and a directed weighted network is constructed based on the temporal adjacency of the nodes. The crossplot transition entropy of the network is proposed as an indicator of the synchronization between two time series. To test the characteristics and performance of the method, it is used to analyse the unidirectional coupled Lorentz model and compared it with existing methods. The results showed the new method had the advantages of easy parameter setting, efficiency, robustness, good consistency and suitability for short time series. Finally, electroencephalogram (EEG) data from auditory-evoked potential EEG-biometric dataset are investigated, and some useful and interesting results are obtained.

Hard c-mean transition network method for analysis of time series

Transition network is a powerful tool to analyze nonlinear dynamic characteristics of complex systems, which characterizes the temporal transition property. Few, if any, existing approaches map different time series into transition networks with the same size so that temporal information of time series can be captured more effectively by network measures including typical average node degree, average path length, and so on. To construct a fixed size transition network, the proposed approach uses the embedding dimension method to reconstruct phase space from time series and divides state vectors into different nodes based on the hard c-mean clustering algorithm. The links are determined by the temporal succession of nodes. Our novel method is illustrated by three case studies: distinction of different dynamic behaviors, detection of parameter perturbation of dynamical system, and identification of seismic airgun based on sound data recorded in central Atlantic Ocean. The results show that our proposed method shows good performance in capturing the underlying nonlinear and nonstationary dynamics from short and noisy time series.

Multiscale two-dimensional permutation entropy to analyze encrypted images

Multiscale versions of weighted (and non-weighted) permutation entropy for two dimensions are considered in order to compare and analyze the results when different experiments are conducted. We propose the application of these measures to analyze encrypted images with different security levels and encryption methods.

Characterisation of neonatal cardiac dynamics using ordinal partition network

The maturation of the autonomic nervous system (ANS) starts in the gestation period and it is completed after birth in a variable time, reaching its peak in adulthood. However, the development of ANS maturation is not entirely understood in newborns. Clinically, the ANS condition is evaluated with monitoring of gestational age, Apgar score, heart rate, and by quantification of heart rate variability using linear methods. Few researchers have addressed this problem from the perspective nonlinear data analysis. This paper proposes a new data-driven methodology using nonlinear time series analysis, based on complex networks, to classify ANS conditions in newborns. We map 74 time series given by RR intervals from premature and full-term newborns to ordinal partition networks and use complexity quantifiers to discriminate the dynamical process present in both conditions. We obtain three complexity quantifiers (permutation, conditional, and global node entropies) using network mappings from forward and reverse directions, and considering different time lags and embedding dimensions. The results indicate that time asymmetry is present in the data of both groups and the complexity quantifiers can differentiate the groups analysed. We show that the conditional and global node entropies are sensitive for detecting subtle differences between the neonates, particularly for small embedding dimensions (m < 7). This study reinforces the assessment of nonlinear techniques for RR interval time series analysis. Graphical Abstract.

Complex network analysis of spatiotemporal dynamics of premixed flame in a Hele-Shaw cell: A transition from chaos to stochastic state

We study the dynamical state of a noisy nonlinear evolution equation describing flame front dynamics in a Hele-Shaw cell from the viewpoint of complex networks. The high-dimensional chaos of flame front fluctuations at a negative Rayleigh number retains the deterministic nature for sufficiently small additive noise levels. As the strength of the additive noise increases, the flame front fluctuations begin to coexist with stochastic effects, leading to a fully stochastic state. The additive noise significantly promotes the irregular appearance of the merge and divide of small-scale wrinkles of the flame front at a negative Rayleigh number, resulting in the transition of high-dimensional chaos to a fully stochastic state.

Grading your models: Assessing dynamics learning of models using persistent homology

Assessing model accuracy for complex and chaotic systems is a non-trivial task that often relies on the calculation of dynamical invariants, such as Lyapunov exponents and correlation dimensions. Well-performing models are able to replicate the long-term dynamics and ergodic properties of the desired system. We term this phenomenon "dynamics learning." However, existing estimates based on dynamical invariants, such as Lyapunov exponents and correlation dimensions, are not unique to each system, not necessarily robust to noise, and struggle with detecting pathological errors, such as errors in the manifold density distribution. This can make meaningful and accurate model assessment difficult. We explore the use of a topological data analysis technique, persistent homology, applied to uniformly sampled trajectories from constructed reservoir models of the Lorenz system to assess the learning quality of a model. A proposed persistent homology point summary, conformance, was able to identify models with successful dynamics learning and detect discrepancies in the manifold density distribution.

Complex networks and deep learning for EEG signal analysis

Electroencephalogram (EEG) signals acquired from brain can provide an effective representation of the human's physiological and pathological states. Up to now, much work has been conducted to study and analyze the EEG signals, aiming at spying the current states or the evolution characteristics of the complex brain system. Considering the complex interactions between different structural and functional brain regions, brain network has received a lot of attention and has made great progress in brain mechanism research. In addition, characterized by autonomous, multi-layer and diversified feature extraction, deep learning has provided an effective and feasible solution for solving complex classification problems in many fields, including brain state research. Both of them show strong ability in EEG signal analysis, but the combination of these two theories to solve the difficult classification problems based on EEG signals is still in its infancy. We here review the application of these two theories in EEG signal research, mainly involving brain-computer interface, neurological disorders and cognitive analysis. Furthermore, we also develop a framework combining recurrence plots and convolutional neural network to achieve fatigue driving recognition. The results demonstrate that complex networks and deep learning can effectively implement functional complementarity for better feature extraction and classification, especially in EEG signal analysis.

ordpy: A Python package for data analysis with permutation entropy and ordinal network methods

Since Bandt and Pompe's seminal work, permutation entropy has been used in several applications and is now an essential tool for time series analysis. Beyond becoming a popular and successful technique, permutation entropy inspired a framework for mapping time series into symbolic sequences that triggered the development of many other tools, including an approach for creating networks from time series known as ordinal networks. Despite increasing popularity, the computational development of these methods is fragmented, and there were still no efforts focusing on creating a unified software package. Here, we present ordpy (http://github.com/arthurpessa/ordpy), a simple and open-source Python module that implements permutation entropy and several of the principal methods related to Bandt and Pompe's framework to analyze time series and two-dimensional data. In particular, ordpy implements permutation entropy, Tsallis and Rényi permutation entropies, complexity-entropy plane, complexity-entropy curves, missing ordinal patterns, ordinal networks, and missing ordinal transitions for one-dimensional (time series) and two-dimensional (images) data as well as their multiscale generalizations. We review some theoretical aspects of these tools and illustrate the use of ordpy by replicating several literature results.

Characterizing dynamical transitions by statistical complexity measures based on ordinal pattern transition networks

Complex network approaches have been recently emerging as novel and complementary concepts of nonlinear time series analysis that are able to unveil many features that are hidden to more traditional analysis methods. In this work, we focus on one particular approach: the application of ordinal pattern transition networks for characterizing time series data. More specifically, we generalize a traditional statistical complexity measure (SCM) based on permutation entropy by explicitly disclosing heterogeneous frequencies of ordinal pattern transitions. To demonstrate the usefulness of these generalized SCMs, we employ them to characterize different dynamical transitions in the logistic map as a paradigmatic model system, as well as real-world time series of fluid experiments and electrocardiogram recordings. The obtained results for both artificial and experimental data demonstrate that the consideration of transition frequencies between different ordinal patterns leads to dynamically meaningful estimates of SCMs, which provide prospective tools for the analysis of observational time series.

Estimating topological entropy using ordinal partition networks

We propose a computationally simple and efficient network-based method for approximating topological entropy of low-dimensional chaotic systems. This approach relies on the notion of an ordinal partition. The proposed methodology is compared to the three existing techniques based on counting ordinal patterns-all of which derive from collecting statistics about the symbolic itinerary-namely (i) the gradient of the logarithm of the number of observed patterns as a function of the pattern length, (ii) direct application of the definition of topological permutation entropy, and (iii) the outgrowth ratio of patterns of increasing length. In contrast to these alternatives, our method involves the construction of a sequence of complex networks that constitute stochastic approximations of the underlying dynamics on an increasingly finer partition. An ordinal partition network can be computed using any scalar observable generated by multidimensional ergodic systems, provided the measurement function comprises a monotonic transformation if nonlinear. Numerical experiments on an ensemble of systems demonstrate that the logarithm of the spectral radius of the connectivity matrix produces significantly more accurate approximations than existing alternatives-despite practical constraints dictating the selection of low finite values for the pattern length.

Extracting Robust Biomarkers From Multichannel EEG Time Series Using Nonlinear Dimensionality Reduction Applied to Ordinal Pattern Statistics and Spectral Quantities

In this study, ordinal pattern analysis and classical frequency-based EEG analysis methods are used to differentiate between EEGs of different age groups as well as individuals. As characteristic features, functional connectivity as well as single-channel measures in both the time and frequency domain are considered. We compare the separation power of each feature set after nonlinear dimensionality reduction using t-distributed stochastic neighbor embedding and demonstrate that ordinal pattern-based measures yield results comparable to frequency-based measures applied to preprocessed data, and outperform them if applied to raw data. Our analysis yields no significant differences in performance between single-channel features and functional connectivity features regarding the question of age group separation.

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.

Contrasting chaotic with stochastic dynamics via ordinal transition networks

We introduce a representation space to contrast chaotic with stochastic dynamics. Following the complex network representation of a time series through ordinal pattern transitions, we propose to assign each system a position in a two-dimensional plane defined by the permutation entropy of the network (global network quantifier) and the minimum value of the permutation entropy of the nodes (local network quantifier). The numerical analysis of representative chaotic maps and stochastic systems shows that the proposed approach is able to distinguish linear from non-linear dynamical systems by different planar locations. Additionally, we show that this characterization is robust when observational noise is considered. Experimental applications allow us to validate the numerical findings and to conclude that this approach is useful in practical contexts.

Uncovering episodic influence of oceans on extreme drought events in Northeast Brazil by ordinal partition network approaches

Since 2012, the semiarid region of Northeast Brazil (NEB) has been experiencing a continuous dry condition imposing significant social impacts and economic losses. Characterizing the recent extreme drought events and uncovering the influence from the surrounding oceans remain to be big challenges. The physical mechanisms of extreme drought events in the NEB are due to varying interacting time scales from the surrounding tropical oceans (Pacific and Atlantic). From time series observations, we propose a three-step strategy to establish the episodic coupling directions on intraseasonal time scales from the ocean to the precipitation patterns in the NEB, focusing on the distinctive roles of the oceans during the recent extreme drought events of 2012-2013 and 2015-2016. Our algorithm involves the following: (i) computing drought period length from daily precipitation anomalies to capture extreme drought events; (ii) characterizing the episodic coupling delays from the surrounding oceans to the precipitation by applying the Kullback-Leibler divergence (KLD) of complexity measure, which is based on ordinal partition transition network representation of time series; and (iii) calculating the ratio of high temperature in the ocean during the extreme drought events with proper time lags that are identified by KLD measures. From the viewpoint of climatology, our analysis provides data-based evidence of showing significant influence from the North Atlantic in 2012-2013 to the NEB, but in 2015-2016, the Pacific played a dominant role than that of the Atlantic. The episodic intraseasonal time scale properties are potential for monitoring and forecasting droughts in the NEB in order to propose strategies for drought impacts reduction.

Order patterns, their variation and change points in financial time series and Brownian motion

Order patterns and permutation entropy have become useful tools for studying biomedical, geophysical or climate time series. Here we study day-to-day market data, and Brownian motion which is a good model for their order patterns. A crucial point is that for small lags (1 up to 6 days), pattern frequencies in financial data remain essentially constant. The two most important order parameters of a time series are turning rate and up-down balance. For change points in EEG brain data, turning rate is excellent while for financial data, up-down balance seems the best. The fit of Brownian motion with respect to these parameters is tested, providing a new version of a forgotten test by Bienaymé.

Markov modeling via ordinal partitions: An alternative paradigm for network-based time-series analysis

Mapping time series to complex networks to analyze observables has recently become popular, both at the theoretical and the practitioner's level. The intent is to use network metrics to characterize the dynamics of the underlying system. Applications cover a wide range of problems, from geoscientific measurements to biomedical data and financial time series. It has been observed that different dynamics can produce networks with distinct topological characteristics under a variety of time-series-to-network transforms that have been proposed in the literature. The direct connection, however, remains unclear. Here, we investigate a network transform based on computing statistics of ordinal permutations in short subsequences of the time series, the so-called ordinal partition network. We propose a Markovian framework that allows the interpretation of the network using ergodic-theoretic ideas and demonstrate, via numerical experiments on an ensemble of time series, that this viewpoint renders this technique especially well-suited to nonlinear chaotic signals. The aim is to test the mapping's faithfulness as a representation of the dynamics and the extent to which it retains information from the input data. First, we show that generating networks by counting patterns of increasing length is essentially a mechanism for approximating the analog of the Perron-Frobenius operator in a topologically equivalent higher-dimensional space to the original state space. Then, we illustrate a connection between the connectivity patterns of the networks generated by this mapping and indicators of dynamics such as the hierarchy of unstable periodic orbits embedded within a chaotic attractor. The input is a scalar observable and any projection of a multidimensional flow suffices for reconstruction of the essential dynamics. Additionally, we create a detailed guide for parameter tuning. We argue that there is no optimal value of the pattern length m, rather it admits a scaling region akin to traditional embedding practice. In contrast, the embedding lag and overlap between successive patterns can be chosen exactly in an optimal way. Our analysis illustrates the potential of this transform as a complementary toolkit to traditional time-series methods.

Characterizing stochastic time series with ordinal networks

Approaches for mapping time series to networks have become essential tools for dealing with the increasing challenges of characterizing data from complex systems. Among the different algorithms, the recently proposed ordinal networks stand out due to their simplicity and computational efficiency. However, applications of ordinal networks have been mainly focused on time series arising from nonlinear dynamical systems, while basic properties of ordinal networks related to simple stochastic processes remain poorly understood. Here, we investigate several properties of ordinal networks emerging from random time series, noisy periodic signals, fractional Brownian motion, and earthquake magnitude series. For ordinal networks of random series, we present an approach for building the exact form of the adjacency matrix, which in turn is useful for detecting nonrandom behavior in time series and the existence of missing transitions among ordinal patterns. We find that the average value of a local entropy, estimated from transition probabilities among neighboring nodes of ordinal networks, is more robust against noise addition than the standard permutation entropy. We show that ordinal networks can be used for estimating the Hurst exponent of time series with accuracy comparable with state-of-the-art methods. Finally, we argue that ordinal networks can detect sudden changes in Earth's seismic activity caused by large earthquakes.

Small Order Patterns in Big Time Series: A Practical Guide

The study of order patterns of three equally-spaced values xt,xt+d,xt+2d in a time series is a powerful tool. The lag d is changed in a wide range so that the differences of the frequencies of order patterns become autocorrelation functions. Similar to a spectrogram in speech analysis, four ordinal autocorrelation functions are used to visualize big data series, as for instance heart and brain activity over many hours. The method applies to real data without preprocessing, and outliers and missing data do not matter. On the theoretical side, we study the properties of order correlation functions and show that the four autocorrelation functions are orthogonal in a certain sense. An analysis of variance of a modified permutation entropy can be performed with four variance components associated with the functions.

Ordinal partition transition network based complexity measures for inferring coupling direction and delay from time series

It has been demonstrated that the construction of ordinal partition transition networks (OPTNs) from time series provides a prospective approach to improve our understanding of the underlying dynamical system. In this work, we introduce a suite of OPTN based complexity measures to infer the coupling direction between two dynamical systems from pairs of time series. For several examples of coupled stochastic processes, we demonstrate that our approach is able to successfully identify interaction delays of both unidirectional and bidirectional coupling configurations. Moreover, we show that the causal interaction between two coupled chaotic Hénon maps can be captured by the OPTN based complexity measures for a broad range of coupling strengths before the onset of synchronization. Finally, we apply our method to two real-world observational climate time series, disclosing the interaction delays underlying the temperature records from two distinct stations in Oxford and Vienna. Our results suggest that ordinal partition transition networks can be used as complementary tools for causal inference tasks and provide insights into the potentials and theoretical foundations of time series networks.

Sampling frequency dependent visibility graphlet approach to time series

Recent years have witnessed special attention on complex network based time series analysis. To extract evolutionary behaviors of a complex system, an interesting strategy is to separate the time series into successive segments, map them further to graphlets as representatives of states, and extract from the state (graphlet) chain transition properties, called graphlet based time series analysis. Generally speaking, properties of time series depend on the time scale. In reality, a time series consists of records that are sampled usually with a specific frequency. A natural question is how the evolutionary behaviors obtained with the graphlet approach depend on the sampling frequency? In the present paper, a new concept called the sampling frequency dependent visibility graphlet is proposed to answer this problem. The key idea is to extract a new set of series in which the successive elements have a specified delay and obtain the state transition network with the graphlet based approach. The dependence of the state transition network on the sampling period (delay) can show us the characteristics of the time series at different time scales. Detailed calculations are conducted with time series produced by the fractional Brownian motion, logistic map and Rössler system, and the empirical sentence length series for the famous Chinese novel entitled A Story of the Stone. It is found that the transition networks for fractional Brownian motions with different Hurst exponents all share a backbone pattern. The linkage strengths in the backbones for the motions with different Hurst exponents have small but distinguishable differences in quantity. The pattern also occurs in the sentence length series; however, the linkage strengths in the pattern have significant differences with that for the fractional Brownian motions. For the period-eight trajectory generated with the logistic map, there appear three different patterns corresponding to the conditions of the sampling period being odd/even-fold of eight or not both. For the chaotic trajectory of the logistic map, the backbone pattern of the transition network for sampling 1 saturates rapidly to a new structure when the sampling period is larger than 2. For the chaotic trajectory of the Rössler system, the backbone structure of the transition network is initially formed with two self-loops, the linkage strengths of which decrease monotonically with the increase of the sampling period. When the sampling period reaches 9, a new large loop appears. The pattern saturates to a complex structure when the sampling period is larger than 11. Hence, the new concept can tell us new information on the trajectories. It can be extended to analyze other series produced by brains, stock markets, and so on.

Mathematical methods in medicine: neuroscience, cardiology and pathology

The application of mathematics, natural sciences and engineering to medicine is gaining momentum as the mutual benefits of this collaboration become increasingly obvious. This theme issue is intended to highlight the trend in the case of mathematics. Specifically, the scope of this theme issue is to give a general view of the current research in the application of mathematical methods to medicine, as well as to show how mathematics can help in such important aspects as understanding, prediction, treatment and data processing. To this end, three representative specialties have been selected: neuroscience, cardiology and pathology. Concerning the topics, the 12 research papers and one review included in this issue cover biofluids, cardiac and virus dynamics, computational neuroscience, functional magnetic resonance imaging data processing, neural networks, optimization of treatment strategies, time-series analysis and tumour growth. In conclusion, this theme issue contains a collection of fine contributions at the intersection of mathematics and medicine, not as an exercise in applied mathematics but as a multidisciplinary research effort that interests both communities and our society in general.This article is part of the themed issue 'Mathematical methods in medicine: neuroscience, cardiology and pathology'.