Symbolic Analysis of High-Dimensional Time Series
Karsten Keller, Heinz Lauffer · International Journal of Bifurcation and Chaos · 2003
In order to extract and to visualize qualitative information from a high-dimensional time series, we apply ideas from symbolic dynamics. Counting certain ordinal patterns in the given series, we obtain a series of matrices whose entries are symbol frequencies. This matrix series is explored by simple methods from nominal statistics and information theory. The method is applied to detect and visualize qualitative changes of EEG data related to epileptic activity.