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dc.contributor.author
Ribeiro, Haroldo V.
dc.contributor.author
Jauregui, Max
dc.contributor.author
Zunino, Luciano José
dc.contributor.author
Lenzi, Ervin K.
dc.date.available
2018-06-19T14:53:27Z
dc.date.issued
2017-06
dc.identifier.citation
Ribeiro, Haroldo V.; Jauregui, Max; Zunino, Luciano José; Lenzi, Ervin K.; Characterizing time series via complexity-entropy curves; American Physical Society; Physical Review E; 95; 6; 6-2017; 1-14; 062106
dc.identifier.issn
2470-0053
dc.identifier.uri
http://hdl.handle.net/11336/49233
dc.description.abstract
The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis q entropy) and after considering the proper generalization of the statistical complexity (q complexity), we build up a parametric curve (the q-complexity-entropy curve) that is used for characterizing and classifying time series. Based on simple exact results and numerical simulations of stochastic processes, we show that these curves can distinguish among different long-range, short-range, and oscillating correlated behaviors. Also, we verify that simulated chaotic and stochastic time series can be distinguished based on whether these curves are open or closed. We further test this technique in experimental scenarios related to chaotic laser intensity, stock price, sunspot, and geomagnetic dynamics, confirming its usefulness. Finally, we prove that these curves enhance the automatic classification of time series with long-range correlations and interbeat intervals of healthy subjects and patients with heart disease.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
American Physical Society
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
Complexity
dc.subject
Time Series
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Complexity-Entropy Curves
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Tsallis Entropy
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Otras Ciencias Físicas
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Ciencias Físicas
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CIENCIAS NATURALES Y EXACTAS
dc.title
Characterizing time series via complexity-entropy curves
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2018-06-18T21:36:57Z
dc.journal.volume
95
dc.journal.number
6
dc.journal.pagination
1-14; 062106
dc.journal.pais
Estados Unidos
dc.description.fil
Fil: Ribeiro, Haroldo V.. Universidade Estadual de Maringá; Brasil
dc.description.fil
Fil: Jauregui, Max. Universidade Estadual de Maringá; Brasil
dc.description.fil
Fil: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Centro de Investigaciones Ópticas. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones Ópticas. Universidad Nacional de La Plata. Centro de Investigaciones Ópticas; Argentina
dc.description.fil
Fil: Lenzi, Ervin K.. Universidade Estadual de Ponta Grossa; Brasil
dc.journal.title
Physical Review E
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1103/PhysRevE.95.062106
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://journals.aps.org/pre/abstract/10.1103/PhysRevE.95.062106
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