On the complementarity of ordinal patterns-based entropy and time asymmetry metrics
Entropy and time asymmetry are two intertwined aspects of a system’s dynamics, with the production of entropy marking a clear direction in the temporal dimension. In the last few years, metrics to quantify both properties in time series have been designed around the same concept, i.e., the use of or...
| Authors: | ; ; |
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| Format: | Article |
| Publication date: | 2023 |
| Country: | España |
| Institution: | Universidad Complutense de Madrid (UCM) |
| Repository: | Docta Complutense |
| Language: | English |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/105953 |
| Online Access: | https://hdl.handle.net/20.500.14352/105953 |
| Access Level: | Open access |
| Keyword: | Nonlinear systems Entropy Aircraft Information theory entropy Probability theory Electroencephalography Time series analysis Matemáticas (Matemáticas) Física (Física) Estadística 12 Matemáticas 22 Física 1209 Estadística |
| Summary: | Entropy and time asymmetry are two intertwined aspects of a system’s dynamics, with the production of entropy marking a clear direction in the temporal dimension. In the last few years, metrics to quantify both properties in time series have been designed around the same concept, i.e., the use of ordinal patterns. In spite of this, the relationship between these two families of metrics is yet not well understood. In this contribution, we study this problem by constructing an entropy–time asymmetry plane and evaluating it on a large set of synthetic and real-world time series. We show how the two metrics can at times behave independently, the main reason being the presence of patterns with turning points; due to this, they yield complementary information about the underlying systems, and they have different discriminating performance. |
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