Identifying ordinal similarities at different temporal scales

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Zunino, Luciano and Porte, Xavier and Soriano, Miguel C. (2024) Identifying ordinal similarities at different temporal scales. Entropy, 26 (12). 1016. ISSN 1099-4300 (https://doi.org/10.3390/e26121016)

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Abstract

This study implements the permutation Jensen–Shannon distance as a metric for discerning ordinal patterns and similarities across multiple temporal scales in time series data. Initially, we present a numerically controlled analysis to validate the multiscale capabilities of this method. Subsequently, we apply our methodology to a complex photonic system, showcasing its practical utility in a real-world scenario. Our findings suggest that this approach is a powerful tool for identifying the precise temporal scales at which two distinct time series exhibit ordinal similarity. Given its robustness, we anticipate that this method could be widely applicable across various scientific disciplines, offering a new lens through which to analyze time series data.

ORCID iDs

Zunino, Luciano, Porte, Xavier ORCID logoORCID: https://orcid.org/0000-0002-9869-7170 and Soriano, Miguel C.;
  • Item type:Article
    ID code:91545
    Dates:
    Date
    Event
    24 November 2024
    Published
    21 November 2024
    Accepted
    Subjects:Science > Physics
    Department:Faculty of Science > Physics
    Depositing user: Pure Administrator
    Date deposited:12 Dec 2024 15:47
    Last modified:12 Dec 2024 15:47
    URI:https://strathprints.strath.ac.uk/id/eprint/91545
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