Ordinal pattern dependence has been introduced in order to capture co-monotonic behavior between two time series. This concept has several features one would intuitively demand from a dependence measure. It was believed that ordinal pattern dependence satisfies the axioms which Grothe et al. [8] proclaimed for a multivariate measure of dependence. In the present article we show that this is not true and that there is a mistake in the article Betken et al. [5]. Furthermore we show that ordinal pattern dependence satisfies a slightly modified set of axioms.

翻译：序模式依赖性旨在捕捉两个时间序列之间的共单调行为。该概念具备人们从直觉上要求依赖度量应具备的几个特征。此前认为，序模式依赖性满足Grothe等人[8]所提出的多变量依赖度量公理。本文证明这一结论并不成立，且指出Betken等人[5]的文章中存在错误。此外，我们还证明序模式依赖性满足一套经过轻微修改的公理集。