Artículo
Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
Fecha de publicación:
01/2015
Editorial:
IOP Publishing
Revista:
Europhysics Letters
ISSN:
0295-5075
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations.
Palabras clave:
Time Series Analysis
,
Entropy
,
Complex Systems
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Identificadores
Colecciones
Articulos(CIOP)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Citación
Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Rosso, Osvaldo Anibal; Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations; IOP Publishing; Europhysics Letters; 109; 1; 1-2015; 1-6; 10005
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