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dc.contributor.author
Mateos, Diego Martín
dc.contributor.author
Riveaud, Leonardo Esteban
dc.contributor.author
Lamberti, Pedro Walter
dc.date.available
2019-04-22T18:05:14Z
dc.date.issued
2017-08
dc.identifier.citation
Mateos, Diego Martín; Riveaud, Leonardo Esteban; Lamberti, Pedro Walter; Detecting dynamical changes in time series by using the Jensen Shannon divergence; American Institute of Physics; Chaos; 27; 8; 8-2017
dc.identifier.issn
1054-1500
dc.identifier.uri
http://hdl.handle.net/11336/74669
dc.description.abstract
Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult because they have a common wide band power spectrum, a delta like autocorrelation function, and share other features as well. In general, signals are presented as continuous records and require to be discretized for being analyzed. In this work, we introduce different schemes for discretizing and for detecting dynamical changes in time series. One of the main motivations is to detect transitions between the chaotic and random regime. The tools here used here originate from the Information Theory. The schemes proposed are applied to simulated and real life signals, showing in all cases a high proficiency for detecting changes in the dynamics of the associated time series.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
American Institute of Physics
dc.rights
info:eu-repo/semantics/restrictedAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
Noise
dc.subject
Chaos
dc.subject
Distinguishability
dc.subject.classification
Astronomía
dc.subject.classification
Ciencias Físicas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Detecting dynamical changes in time series by using the Jensen Shannon divergence
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2019-04-15T18:25:56Z
dc.identifier.eissn
1089-7682
dc.journal.volume
27
dc.journal.number
8
dc.journal.pais
Estados Unidos
dc.description.fil
Fil: Mateos, Diego Martín. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba; Argentina. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física. Sección Física; Argentina. University Of Toronto. Hospital For Sick Children; Canadá
dc.description.fil
Fil: Riveaud, Leonardo Esteban. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física. Sección Física; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba; Argentina
dc.description.fil
Fil: Lamberti, Pedro Walter. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía y Física. Sección Física; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba; Argentina
dc.journal.title
Chaos
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://aip.scitation.org/doi/10.1063/1.4999613
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1063/1.4999613


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