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Ordinal pattern and statistical complexity analysis of daily stream flow time series

Title data

Lange, Holger ; Rosso, Osvaldo A. ; Hauhs, Michael:
Ordinal pattern and statistical complexity analysis of daily stream flow time series.
In: The European Physical Journal Special Topics. Vol. 222 (2013) . - pp. 535-552.
ISSN 1951-6401
DOI: https://doi.org/10.1140/epjst/e2013-01858-3

Abstract in another language

When calculating the Bandt and Pompe ordinal pattern distributionfrom given time series at depth D, some of the D! patterns might not appear. This could be a pure nite size eect (missing patterns) or due to dynamical properties of the observed system (forbidden patterns). For pure noise, no forbidden patterns occur, contrary to deterministic chaotic maps. We investigate long time series of river runoff for missing patterns and calculate two global properties of their patterndistributions: the Permutation Entropy and the Permutation Statistical Complexity. This is compared to purely stochastic but long-range correlated processes, the k-noise (noise with power spectrum f-k), where k is a parameter determining the strength of the correlations. Although these processes closely resemble runo series in their correlation behavior, the ordinal pattern statistics reveals qualitative dierences, which can be phrased in terms of missing patterns behavior or the temporal asymmetry of the observed series. For the latter, an index is developed in the paper, which may be used to quantify the asymmetry of natural processes as opposed to articially generated data.

Further data

Item Type: Article in a journal
Refereed: Yes
Additional notes: BAYCEER113706
Institutions of the University: Faculties > Faculty of Biology, Chemistry and Earth Sciences > Department of Earth Sciences > Chair Ecological Modelling
Faculties > Faculty of Biology, Chemistry and Earth Sciences > Department of Earth Sciences > Chair Ecological Modelling > Chair Ecological Modelling - Univ.-Prof. Dr. Michael Hauhs
Research Institutions > Research Centres > Bayreuth Center of Ecology and Environmental Research- BayCEER
Faculties
Faculties > Faculty of Biology, Chemistry and Earth Sciences
Faculties > Faculty of Biology, Chemistry and Earth Sciences > Department of Earth Sciences
Research Institutions
Research Institutions > Research Centres
Result of work at the UBT: Yes
DDC Subjects: 500 Science
Date Deposited: 29 Apr 2015 15:41
Last Modified: 06 Feb 2017 06:44
URI: https://eref.uni-bayreuth.de/id/eprint/11606