Ordinal Random Processes

Ordinal patterns have proven to be a valuable tool in many fields. Here, we address the need for theoretical models. A paradigmatic example shows that a model for frequencies of ordinal patterns can be determined without any numerical values. We specify the important concept of stationary order and...

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Main Author: Christoph Bandt
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/27/6/610
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author Christoph Bandt
author_facet Christoph Bandt
author_sort Christoph Bandt
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description Ordinal patterns have proven to be a valuable tool in many fields. Here, we address the need for theoretical models. A paradigmatic example shows that a model for frequencies of ordinal patterns can be determined without any numerical values. We specify the important concept of stationary order and the fundamental problems to be solved in order to establish a genuine statistical methodology for ordinal time series.
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spelling doaj-art-a2bc50ad01014c18866b404fc346795c2025-08-20T02:21:01ZengMDPI AGEntropy1099-43002025-06-0127661010.3390/e27060610Ordinal Random ProcessesChristoph Bandt0Institute of Mathematics, University of Greifswald, 17487 Greifswald, GermanyOrdinal patterns have proven to be a valuable tool in many fields. Here, we address the need for theoretical models. A paradigmatic example shows that a model for frequencies of ordinal patterns can be determined without any numerical values. We specify the important concept of stationary order and the fundamental problems to be solved in order to establish a genuine statistical methodology for ordinal time series.https://www.mdpi.com/1099-4300/27/6/610ordinal patternstochastic processtime seriespermutation entropy
spellingShingle Christoph Bandt
Ordinal Random Processes
Entropy
ordinal pattern
stochastic process
time series
permutation entropy
title Ordinal Random Processes
title_full Ordinal Random Processes
title_fullStr Ordinal Random Processes
title_full_unstemmed Ordinal Random Processes
title_short Ordinal Random Processes
title_sort ordinal random processes
topic ordinal pattern
stochastic process
time series
permutation entropy
url https://www.mdpi.com/1099-4300/27/6/610
work_keys_str_mv AT christophbandt ordinalrandomprocesses