Permutation Entropy, introduced by Bandt and Pompe, is a widely used complexity measure for real-valued time series that is based on the relative order of values within consecutive segments of fixed length. After standardizing each segment to a permutation and computing the frequency distribution of these permutations, Shannon Entropy is then applied to quantify the series' complexity. We introduce Global Permutation Entropy (GPE), a novel index that considers all possible patterns of a given length, including non-consecutive ones. Its computation relies on recently developed algorithms that enable the efficient extraction of full permutation profiles. We illustrate some properties of GPE and demonstrate its effectiveness through experiments on synthetic datasets, showing that it reveals structural information not accessible through standard permutation entropy. We provide a Julia package for the calculation of GPE at `https://github.com/AThreeH1/Global-Permutation-Entropy'.

We introduce an entropy-based classification method for pairs of sequences (ECPS) for quantifying mutual dependencies in heart rate and beat-to-beat blood pressure recordings. The purpose of the method is to build a classifier for data in which each item consists of the two intertwined data series taken for each subject. The method is based on ordinal patterns, and uses entropy-like indices. Machine learning is used to select a subset of indices most suitable for our classification problem in order to build an optimal yet simple model for distinguishing between patients suffering from obstructive sleep apnea and a control group.

Words are fundamental linguistic units that connect thoughts and things through meaning. However, words do not appear independently in a text sequence. The existence of syntactic rules induces correlations among neighboring words. Using an ordinal pattern approach, we present an analysis of lexical statistical connections for 11 major languages. We find that the diverse manners that languages utilize to express word relations give rise to unique pattern structural distributions. Furthermore, fluctuations of these pattern distributions for a given language can allow us to determine both the historical period when the text was written and its author. Taken together, our results emphasize the relevance of ordinal time series analysis in linguistic typology, historical linguistics and stylometry.

Brain connectivity networks, which characterize the functional or structural interaction of brain regions, has been widely used for brain disease classification. Kernel-based method, such as graph kernel (i.e., kernel defined on graphs), has been proposed for measuring the similarity of brain networks, and yields the promising classification performance. However, most of graph kernels are built on unweighted graph (i.e., network) with edge present or not, and neglecting the valuable weight information of edges in brain connectivity network, with edge weights conveying the strengths of temporal correlation or fiber connection between brain regions. Accordingly, in this paper, we present an ordinal pattern kernel for brain connectivity network classification. Different with existing graph kernels that measures the topological similarity of unweighted graphs, the proposed ordinal pattern kernels calculate the similarity of weighted networks by comparing ordinal patterns from weighted networks. To evaluate the effectiveness of the proposed ordinal kernel, we further develop a depth-first-based ordinal pattern kernel, and perform extensive experiments in a real dataset of brain disease from ADNI database. The results demonstrate that our proposed ordinal pattern kernel can achieve better classification performance compared with state-of-the-art graph kernels.

Time series motifs play an important role in the time series analysis. The motif-based time series clustering is used for the discovery of higher-order patterns or structures in time series data. Inspired by the convolutional neural network (CNN) classifier based on the image representations of time series, motif difference field (MDF) is proposed. Compared to other image representations of time series, MDF is simple and easy to construct. With the Fully Convolution Network (FCN) as the classifier, MDF demonstrates the superior performance on the UCR time series dataset in benchmark with other time series classification methods. It is interesting to find that the triadic time series motifs give the best result in the test. Due to the motif clustering reflected in MDF, the significant motifs are detected with the help of the Gradient-weighted Class Activation Mapping (Grad-CAM). The areas in MDF with high weight in Grad-CAM have a high contribution from the significant motifs with the desired ordinal patterns associated with the signature patterns in time series. However, the signature patterns cannot be identified with the neural network classifiers directly based on the time series.