Noise Effects on Ordinal Pattern Statistics via Majorization

Abstract

The Bandt-Pompe permutation entropy framework, alongside the complexity-entropy causality plane, has become a standard tool for characterizing the dynamical properties of time series. However, observational noise distorts ordinal pattern probability distributions in ways that can systematically misplace time series within the causality plane, compromising dynamical classification. This effect is particularly relevant for geophysical signals, which are typically poorly and irregularly sampled, and have a low signal-to-noise level. In this work, we characterize the distortions on ordinal pattern statistics using the formalism of majorization. We provide theoretical results and propose corrective strategies that restore discriminability under realistic measurement conditions. To achieve this, we introduce methodology that allows the characterization of noisy dynamical series and further allows the quantification of observational noise without the need of a fitting procedure. Finally, we illustrate our methodology by analyzing paleomagnetic records to determine if the geological evolution of the Earth dipole is better described by a stochastic or chaotic system.