Theory and application of ordinal pattern analysis

2014 Fiscal Year Final Research Report

• Project/Area Number: 25870425
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Multi-year Fund
• Research Field: Soft computing; Foundations of mathematics/Applied mathematics
• Research Institution: Kobe University
• Principal Investigator: HARUNA Taichi 神戸大学, 理学(系)研究科(研究院), 助教 (20518659)
• Project Period (FY): 2013-04-01 – 2015-03-31
• Keywords: 順列エントロピー / 残留エントロピー / 伝達エントロピー / 時系列解析 / 定常確率過程 / 半順序集合 / 脳波

Outline of Final Research Achievements

Ordinal pattern analysis is a method to extract information from a time series based on the up and down patterns in it. In this study, the following three results were achieved. First, we proved new equalities between entropies of a stationary time series and their ordinal analogs in appropriate conditions. Second, we extended the conventional ordinal pattern analysis based on the linear order relationship to that based on the partial order relationships. Many mathematical results known in the conventional ordinal pattern analysis were generalized. Finally, as a new application of the ordinal pattern analysis, we analyzed the electrocorticogram recorded from the inferior temporal cortex of macaque monkeys by the symbolic local transfer entropy. We revealed the pattern of information transfer associated with the propagation of visually-evoked potential.

Free Research Field

非線形科学