Artículo
Causality and the Entropy Complexity Plane: Robustness and Missing Ordinal Patterns
Rosso, Osvaldo Aníbal
; Carpi, Laura; Saco, Patricia; Gomez Ravetti, Martín; Plastino, Angelo; Larrondo, Hilda Angela
Fecha de publicación:
10/2012
Editorial:
Elsevier Science
Revista:
Physica A: Statistical Mechanics and its Applications
ISSN:
0378-4371
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative weights in a given time series. Two different tools have been advanced in the literature to such effect, namely, (i) the “causal” entropy–complexity plane [O.A. Rosso, H.A. Larrondo, M.T. Martín, A. Plastino, M.A. Fuentes, Distinguishing noise from chaos, Phys. Rev. Lett. 99 (2007) 154102] and (ii) the estimation of the decay rate of missing ordinal patterns [J.M. Amigó, S. Zambrano, M.A.F. Sanjuán, True and false forbidden patterns in deterministic and random dynamics, Europhys. Lett. 79 (2007) 50001; L.C. Carpi, P.M. Saco, O.A. Rosso, Missing ordinal patterns in correlated noises. Physica A 389 (2010) 2020–2029]. In this work we extend the use of these techniques to address the analysis of deterministic finite time series contaminated with additive noises of different degree of correlation. The chaotic series studied here was via the logistic map (r = 4) to which we added correlated noise (colored noise with f -k Power Spectrum, 0 <- k <2) of varying amplitudes. In such a fashion important insights pertaining to the deterministic component of the original time series can be gained. We find that in the entropy–complexity plane this goal can be achieved without additional computations.
Palabras clave:
Time Series Analysis
,
Chaos
,
Entropy complexity
,
Missing Ordinal Patterns
,
Noise
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Articulos(CCT - MAR DEL PLATA)
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - MAR DEL PLATA
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - MAR DEL PLATA
Articulos(SEDE CENTRAL)
Articulos de SEDE CENTRAL
Articulos de SEDE CENTRAL
Citación
Rosso, Osvaldo Aníbal; Carpi, Laura; Saco, Patricia; Gomez Ravetti, Martín; Plastino, Angelo; et al.; Causality and the Entropy Complexity Plane: Robustness and Missing Ordinal Patterns; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 391; 10-2012; 42-55
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