Identifying Ordinal Similarities at Different Temporal Scales
Luciano Zunino, Xavier Porte, Miguel C Soriano, José María Amigó, Fernando Montani · 2024
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Description
Luciano Zunino and co-authors present a way to compare time series by their patterns in a 2024 paper. Many signals, from lasers to brain waves, are too messy to compare value by value. A plainer question often matters more: do two signals rise and fall in the same ordinal pattern, and at what time scale?
The method turns each series into a sequence of up-down patterns, then measures the distance between pattern statistics across scales. Controlled tests with known signals confirmed the measure finds the scales where two series truly match. The team then tried it on a complex photonic system, a real device with chaotic light output, and the method pinpointed matching scales there too. The authors expect wide use, since pattern-level similarity is robust to noise that defeats direct comparisons. It is a lens for asking when two rhythms behave alike.
Catalog record
| CREATOR | Luciano Zunino, Xavier Porte, Miguel C Soriano, José María Amigó, Fernando Montani |
|---|---|
| YEAR | 2024 |
| COLLECTION | PAPERS |
| FORMAT | TXT |
| FILE SIZE | 32 KB |
| VERSION | 1.0 |
| LICENSE | CC BY 4.0 |
| RIGHTS | CC BY |
| SOURCE | Europe PMC |