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Rosso, O.A.; Larrondo, H.A.; Martin, M.T.; Plastino, A.; Fuentes, M.A. "Distinguishing noise from chaos" (2007) Physical Review Letters. 99(15)
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Abstract:

Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent probability distribution, namely, the entropy of the system and an appropriate statistical complexity measure, respectively. These two functionals are evaluated using the Bandt-Pompe recipe to assign a probability distribution function to the time series generated by the system. Several well-known model-generated time series, usually regarded as being of either stochastic or chaotic nature, are analyzed so as to illustrate the approach. The main achievement of this communication is the possibility of clearly distinguishing between them in our representation space, something that is rather difficult otherwise. © 2007 The American Physical Society.

Registro:

Documento: Artículo
Título:Distinguishing noise from chaos
Autor:Rosso, O.A.; Larrondo, H.A.; Martin, M.T.; Plastino, A.; Fuentes, M.A.
Filiación:Centre for Bioinformatics, Biomarker Discovery and Information-Based Medicine, School of Electrical Engineering and Computer Science, University of Newcastle, University Drive, Callaghan, NSW 2308, Australia
Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, 1428 Ciudad Universitaria, Buenos Aires, Argentina
Facultad de Ingeniería, Universidad Nacional de Mar del Plata, Juan B. Justo 4302, 7600 Mar del Plata, Argentina
Instituto de Física, Facultad de Ciencias Exactas, Universidad Nacional de la Plata, C.C. 727, 1900 La Plata, Argentina
Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM 87501, United States
Instituto Balseiro, Centro Atómico Bariloche, CONICET, 8400 Bariloche, Argentina
Palabras clave:Chaotic systems; Computational complexity; Entropy; Random processes; Time series analysis; Bandt-Pompe recipe; Chaotic nature; Complexity-entropy causality plane; Pertinent probability distribution; Acoustic noise
Año:2007
Volumen:99
Número:15
DOI: http://dx.doi.org/10.1103/PhysRevLett.99.154102
Título revista:Physical Review Letters
Título revista abreviado:Phys Rev Lett
ISSN:00319007
CODEN:PRLTA
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00319007_v99_n15_p_Rosso

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Citas:

---------- APA ----------
Rosso, O.A., Larrondo, H.A., Martin, M.T., Plastino, A. & Fuentes, M.A. (2007) . Distinguishing noise from chaos. Physical Review Letters, 99(15).
http://dx.doi.org/10.1103/PhysRevLett.99.154102
---------- CHICAGO ----------
Rosso, O.A., Larrondo, H.A., Martin, M.T., Plastino, A., Fuentes, M.A. "Distinguishing noise from chaos" . Physical Review Letters 99, no. 15 (2007).
http://dx.doi.org/10.1103/PhysRevLett.99.154102
---------- MLA ----------
Rosso, O.A., Larrondo, H.A., Martin, M.T., Plastino, A., Fuentes, M.A. "Distinguishing noise from chaos" . Physical Review Letters, vol. 99, no. 15, 2007.
http://dx.doi.org/10.1103/PhysRevLett.99.154102
---------- VANCOUVER ----------
Rosso, O.A., Larrondo, H.A., Martin, M.T., Plastino, A., Fuentes, M.A. Distinguishing noise from chaos. Phys Rev Lett. 2007;99(15).
http://dx.doi.org/10.1103/PhysRevLett.99.154102