RT Journal Article
T1 On the complementarity of ordinal patterns-based entropy and time asymmetry metrics
A1 Martínez Huartos, Johann Heinz
A1 Ramasco, José J.
A1 Zanin, Massimiliano
AB 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.
PB American Institute of Physics
SN 1054-1500
SN 1089-7682
YR 2023
FD 2023-03
LK https://hdl.handle.net/20.500.14352/105953
UL https://hdl.handle.net/20.500.14352/105953
LA eng
NO Martínez, J. H., Ramasco, J. J., & Zanin, M. On the complementarity of ordinal patterns-based entropy and time asymmetry metrics. Chaos: An Interdisciplinary Journal of Nonlinear Science, 2023; 33(3): 033138
DS Docta Complutense
RD 3 abr 2025