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dc.contributor.author
Jauregui, Max
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Zunino, Luciano José
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Lenzi, Ervin K.
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dos Santos Mendes, Reino
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Ribeiro, Haroldo Valentín
dc.date.available
2019-11-20T17:43:53Z
dc.date.issued
2018-05
dc.identifier.citation
Jauregui, Max; Zunino, Luciano José; Lenzi, Ervin K.; dos Santos Mendes, Reino; Ribeiro, Haroldo Valentín; Characterization of time series via Rényi complexity–entropy curves; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 498; 5-2018; 74-85
dc.identifier.issn
0378-4371
dc.identifier.uri
http://hdl.handle.net/11336/89294
dc.description.abstract
One of the most useful tools for distinguishing between chaotic and stochastic time series is the so-called complexity-entropy causality plane. This diagram involves two complexity measures: the Shannon entropy and the statistical complexity. Recently, this idea has been generalized by considering the Tsallis monoparametric generalization of the Shannon entropy, yielding complexity-entropy curves. These curves have proven to enhance the discrimination among different time series related to stochastic and chaotic processes of numerical and experimental nature. Here we further explore these complexity-entropy curves in the context of the Rényi entropy, which is another monoparametric generalization of the Shannon entropy. By combining the Rényi entropy with the proper generalization of the statistical complexity, we associate a parametric curve (the Rényi complexity-entropy curve) with a given time series. We explore this approach in a series of numerical and experimental applications, demonstrating the usefulness of this new technique for time series analysis. We show that the Rényi complexity-entropy curves enable the differentiation among time series of chaotic, stochastic, and periodic nature. In particular, time series of stochastic nature are associated with curves displaying positive curvature in a neighborhood of their initial points, whereas curves related to chaotic phenomena have a negative curvature; finally, periodic time series are represented by vertical straight lines.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier Science
dc.rights
info:eu-repo/semantics/restrictedAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
TIME SERIES
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RÉNYI ENTROPY
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COMPLEXITY MEASURES
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ORDINAL PATTERNS PROBABILITIES
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Otras Ciencias Físicas
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Ciencias Físicas
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CIENCIAS NATURALES Y EXACTAS
dc.title
Characterization of time series via Rényi 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
2019-10-21T18:35:42Z
dc.journal.volume
498
dc.journal.pagination
74-85
dc.journal.pais
Países Bajos
dc.description.fil
Fil: Jauregui, Max. Universidade Estadual de Maringá. Departamento de Física; 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. Departamento de Física; Brasil
dc.description.fil
Fil: dos Santos Mendes, Reino. Universidade Estadual de Maringá. Departamento de Física; Brasil
dc.description.fil
Fil: Ribeiro, Haroldo Valentín. Universidade Estadual de Maringá. Departamento de Física; Brasil
dc.journal.title
Physica A: Statistical Mechanics and its Applications
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://linkinghub.elsevier.com/retrieve/pii/S0378437118300463
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.physa.2018.01.026
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