Complex non-linear time series are ubiquitous in geosciences. Quantifying complexity and non-stationarity of these data is a challenging task, and advanced complexity-based exploratory tool are required for understanding and visualizing such data. This paper discusses the Fisher-Shannon method, from which one can obtain a complexity measure and detect non-stationarity, as an efficient data exploration tool. The state-of-the-art studies related to the Fisher-Shannon measures are collected, and new analytical formulas for positive unimodal skewed distributions are proposed. Case studies on both synthetic and real data illustrate the usefulness of the Fisher-Shannon method, which can find application in different domains including time series discrimination and generation of times series features for clustering, modeling and forecasting. The paper is accompanied with Python and R libraries for the non-parametric estimation of the proposed measures.

One-hertz wind time series recorded at different levels (from 1.5–25.5 m) in an urban area are investigated by using the Fisher–Shannon (FS) analysis. FS analysis is a well-known method to gain insight into the complex behavior of nonlinear systems, by quantifying the order/disorder properties of time series. Our findings reveal that the FS complexity, defined as the product between the Fisher information measure and the Shannon entropy power, decreases with the height of the anemometer from the ground, suggesting a height-dependent variability in the order/disorder features of the high-frequency wind speed measured in urban layouts. Furthermore, the correlation between the FS complexity of wind speed and the daily variance of the ambient temperature shows a similar decrease with the height of the wind sensor. Such correlation is larger for the lower anemometers, indicating that ambient temperature is an important forcing of the wind speed variability in the vicinity of the ground.

A mutual information-based weighted network representation of a wide wind speed-monitoring system in Switzerland was analyzed in order to detect communities. Two communities have been revealed, corresponding to two clusters of sensors situated, respectively, on the Alps and on the Jura-Plateau that define the two major climatic zones of Switzerland. The silhouette measure is used to evaluate the obtained communities and confirm the membership of each sensor to its cluster.