StatsOrdinalPatterns.jl

StatsOrdinalPatterns.jl provides (sequential) tests and control charts for time series and spatial data based on ordinal patterns, building on the seminal work of Bandt and Pompe (2002). It covers:

• Ordinal patterns (OP) — tests, control charts, and dependence/changepoint detection for univariate time series.
• Generalized ordinal patterns (GOP) — extends OP to account for ties, for discrete-valued (count) series.
• Spatial ordinal patterns (SOP) — the 2D analogue of OP, for image-like / spatial lattice data.
• Spatial autocorrelation (SACF) — complementary tools for spatial and qualitative process monitoring.

For most tests, three variants are available: an asymptotic test, a bootstrap test, and (for OP) a surrogate-data test — see the documentation for details and worked examples.

With Makie loaded, control chart results and bootstrap null distributions can be plotted with plot(res); the plotting code is a package extension, so Makie is not a dependency.

Installation

Once registered, install the latest release from the General registry:

using Pkg
Pkg.add("StatsOrdinalPatterns")

Until then, install the development version directly from GitHub:

using Pkg
Pkg.add(url="https://github.com/AdaemmerP/StatsOrdinalPatterns.jl")

Authors

Philipp Adämmer, Philipp Wittenberg, Christian Weiß