{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,29]],"date-time":"2025-10-29T03:33:12Z","timestamp":1761708792052,"version":"build-2065373602"},"reference-count":24,"publisher":"MDPI AG","issue":"10","license":[{"start":{"date-parts":[[2012,9,28]],"date-time":"2012-09-28T00:00:00Z","timestamp":1348790400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Entropy"],"abstract":"<jats:p>Time-series (TS) are employed in a variety of academic disciplines. In this paper we focus on extracting probability density functions (PDFs) from TS to gain an insight into the underlying dynamic processes. On discussing this \u201cextraction\u201d problem, we consider two popular approaches that we identify as histograms and Bandt\u2013Pompe. 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