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

@article{Lange2013OrdinalPA,
  title={Ordinal pattern and statistical complexity analysis of daily stream flow time series},
  author={Holger Lange and Osvaldo A. Rosso and Michael Hauhs},
  journal={The European Physical Journal Special Topics},
  year={2013},
  volume={222},
  pages={535-552}
}
When calculating the Bandt and Pompe ordinal pattern distribution from given time series at depth D, some of the D! patterns might not appear. This could be a pure finite size effect (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 pattern distributions… CONTINUE READING

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