Philipp Adämmer
Philipp Adämmer works at the Institute of Data Science at the University of Greifswald, where his current research focuses on applied econometrics, machine learning, and nonlinear statistics. He earned his doctorate in economics from the University of Münster in 2016.
Session
StatsOP.jl is a Julia package for (sequential) hypothesis testing in time series using ordinal pattern analysis. The methodology builds on the seminal work of Christoph Bandt and Bernd Pompe (2002), who introduced complexity measures for time series derived from ordinal comparisons of neighboring values.
Designed with usability in mind, the package provides a streamlined interface for extracting ordinal patterns and conducting statistical inference. A central goal of StatsOP.jl is full compatibility with ComplexityMeasures.jl.