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Thank you all for suggesting useful reference articles. Here is the list:

1. Cao et al., Detecting Dynamical Changes in Time Series Using the Permutation Entropy. Phys Rev E Stat Nonlin Soft Matter Phys 70: 046217, 2004 File:2004 CaoY PRE.pdf

2. Rosso et al., Distinguishing Noise from Chaos. Phys Rev Lett 99: 154102, 2007 File:2007 RossoOA PRL.pdf

3. Lacasa et al., From Time Series to Complex Networks: The Visibility Graph. PNAS 105: 4972, 2008 File:2008 LacasaL PNAS.pdf

4. Lizier et al., Local Information Transfer as a Spatiotemporal Filter for Complex Systems. Phys Rev E Stat Nonlin Soft Matter Phys 77: 026110, 2008 File:2008 LizierJT PRL.pdf

5. Cheong et al., Information Transduction Capacity of Noisy Biochemical Signaling Networks. Science 334: 354, 2011 File:2011 Cheong Science.pdf