Improved Reconstruction of Chaotic Signals from Ordinal Networks

Permutation entropy is customarily implemented to quantify the intrinsic indeterminacy of complex time series, under the assumption that determinism manifests itself by lowering the (permutation) entropy of the resulting symbolic sequence. We expect this to be roughly true, but, in general, it is not clear to what extent a given ordinal pattern indeed provides a faithful reconstruction of the original signal. Here, we address this question by attempting the reconstruction of the original time series by invoking an ergodic Markov approximation of the symbolic dynamics, thereby inverting the encoding procedure. Using the Hénon map as a testbed, we show that a meaningful reconstruction can also be made in the presence of a small observational noise.