Artículo
Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
Fecha de publicación:
04/2012
Editorial:
Elsevier Science
Revista:
Physica A: Statistical Mechanics and its Applications
ISSN:
0378-4371
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
The Bandt-Pompe (BP) prescription for building up probability densities [C. Bandt, B. Pompe, Permutation entropy: a natural complexity measure for time series, Phys. Rev. Lett. 88 (2002) 174102] constituted a significant advance in the treatment of time-series. However, as we show here, ambiguities arise in applying the BP technique with reference to the permutation of ordinal patterns. This happens if one wishes to employ the BP-probability density to construct local entropic quantifiers that would characterize timeseries generated by nonlinear dynamical systems. Explicit evidence of this fact is presented by comparing two different procedures, frequently found in the literature, that generate sequences of ordinal patterns. In opposition to the case of global quantifiers in the orthodox Shannon fashion, the proper order of the pertinent symbols turns out to be not uniquely predetermined for local entropic indicators. We advance the idea of employing the Fisher-Shannon information plane as a tool to resolve the ambiguity and give illustrative examples.
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Articulos(IFLP)
Articulos de INST.DE FISICA LA PLATA
Articulos de INST.DE FISICA LA PLATA
Articulos(SEDE CENTRAL)
Articulos de SEDE CENTRAL
Articulos de SEDE CENTRAL
Citación
Olivares Zamora, Felipe Esteban; Plastino, Ángel Luis; Rosso, Osvaldo Anibal; Ambiguities in Bandt-Pompes methodology for local entropic quantifiers; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 391; 8; 4-2012; 2518-2526
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