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dc.contributor.author
Carpi, Laura C.
dc.contributor.author
Saco, Patricia M.
dc.contributor.author
Rosso, Osvaldo Anibal
dc.date.available
2023-03-23T11:50:27Z
dc.date.issued
2010-05
dc.identifier.citation
Carpi, Laura C.; Saco, Patricia M.; Rosso, Osvaldo Anibal; Missing ordinal patterns in correlated noises; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 389; 10; 5-2010; 2020-2029
dc.identifier.issn
0378-4371
dc.identifier.uri
http://hdl.handle.net/11336/191519
dc.description.abstract
Recent research aiming at the distinction between deterministic or stochastic behavior in observational time series has looked into the properties of the "ordinal patterns" [C. Bandt, B. Pompe, Phys. Rev. Lett. 88 (2002) 174102]. In particular, new insight has been obtained considering the emergence of the so-called "forbidden ordinal patterns" [J.M. Amigó, S. Zambrano, M.A. F Sanjuán, Europhys. Lett. 79 (2007) 50001]. It was shown that deterministic one-dimensional maps always have forbidden ordinal patterns, in contrast with time series generated by an unconstrained stochastic process in which all the patterns appear with probability one. Techniques based on the comparison of this property in an observational time series and in white Gaussian noise were implemented. However, the comparison with correlated stochastic processes was not considered. In this paper we used the concept of "missing ordinal patterns" to study their decay rate as a function of the time series length in three stochastic processes with different degrees of correlation: fractional Brownian motion, fractional Gaussian noise and, noises with f- k power spectrum. We show that the decay rate of "missing ordinal patterns" in these processes depend on their correlation structures. We finally discuss the implications of the present results for the use of these properties as a tool for distinguishing deterministic from stochastic processes.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier Science
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
FLUCTUATION PHENOMENA
dc.subject
NOISE
dc.subject
NOISE AND BROWNIAN MOTION
dc.subject
RANDOM PROCESSES
dc.subject
TIME SERIES ANALYSIS
dc.subject.classification
Otras Ciencias Físicas
dc.subject.classification
Ciencias Físicas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Missing ordinal patterns in correlated noises
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2023-03-21T18:23:48Z
dc.journal.volume
389
dc.journal.number
10
dc.journal.pagination
2020-2029
dc.journal.pais
Países Bajos
dc.journal.ciudad
Amsterdam
dc.description.fil
Fil: Carpi, Laura C.. Universidad de Newcastle; Australia
dc.description.fil
Fil: Saco, Patricia M.. Universidad de Newcastle; Australia
dc.description.fil
Fil: Rosso, Osvaldo Anibal. Universidade Federal de Minas Gerais; Brasil. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
dc.journal.title
Physica A: Statistical Mechanics and its Applications
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0378437110000841
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.physa.2010.01.030
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