2022/12/29 by Christoph Bandt, Bandt, Christoph
Biochemistry, Genetics and Molecular Biology · Economics, Econometrics and Finance · Physics and Astronomy · #37A35 #60G07 #62M10 #Chaos control and synchronization #Complex Systems and Time Series Analysis #Dynamical Systems (math.DS) #FOS: Mathematics #Fractal and DNA sequence analysis
paper · pdf · doi:10.48550/arxiv.2212.14386
openalex publication_date 2022/12/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Order patterns apply well to many fields, because of minimal stationarity assumptions. Here we fix the methodology of patterns of length 3 by introducing an orthogonal system of four pattern contrasts. These contrasts are statistically independent and turn up as eigenvectors of a covariance matrix both in the independence model and the random walk model. The most important contrast is turning rate. It can be used to evaluate sleep depth directly from EEG data. The paper discusses fluctuations of permutation entropy, statistical tests, and the need of new models for noises like EEG. We show how ordinal stationary processes can be constructed without any numerical values. An order by coin-tossing is a natural example. Every partially stationary probability measure on patterns of length m can be extended to a stationary measure on patterns of infinite length.