Counting forbidden patterns in irregularly sampled time series. II. Reliability in the presence of highly irregular sampling

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Abstract
We are motivated by real-world data that exhibit severe sampling irregularities such as geological or paleoclimate measurements. Counting forbidden patterns has been shown to be a powerful tool towards the detection of determinism in noisy time series. They constitute a set of ordinal symbolic patterns that cannot be realised in time series generated by deterministic systems. The reliability of the estimator of the relative count of forbidden patterns from irregularly sampled data has been explored in two recent studies. In this paper, we explore highly irregular sampling frequency schemes. Using numerically generated data, we examine the reliability of the estimator when the sampling period has been drawn from exponential, Pareto and Gamma distributions of varying skewness. Our investigations demonstrate that some statistical properties of the sampling distribution are useful heuristics for assessing the estimator's reliability. We find that sampling in the presence of large chronological gaps can still yield relatively accurate estimates as long as the time series contains sufficiently many densely sampled areas. Furthermore, we show that the reliability of the estimator of forbidden patterns is poor when there is a high number of sampling intervals, which are larger than a typical correlation time of the underlying system.
Funding Information
  • Australian Research Council (DP 140100203)

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