ABSTRACT

A time series is a list of successive data points measured from a system. The goal of time series analysis (TISEAN) is to use the measurements to obtain information about the data and their statistics in the hope of developing an understanding of what is going on inside the “black box.” Much of the field of TISEAN is dedicated to what are called regularly sampled time series. Real-world data, however, are often irregularly sampled, meaning that there is not a fixed sampling time between all measurements in the time series. Time series characterization is the process of determining the dynamics of the system from time series data. Time series characterization of data measured from the system can help to determine the validity of the model. A symbolic time series is one with a small set of distinct symbols called an alphabet. Forbidden patterns are ordinal patterns that consistently never appear in the time series.