Artículo
Zunino, L.; Pérez, D.G.; Martín, M.T.; Garavaglia, M.; Plastino, A.; Rosso, O.A. "Permutation entropy of fractional Brownian motion and fractional Gaussian noise" (2008) Physics Letters, Section A: General, Atomic and Solid State Physics. 372(27-28):4768-4774
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Abstract:
We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt and Shiha [C. Bandt, F. Shiha, J. Time Ser. Anal. 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays. © 2008 Elsevier B.V. All rights reserved.
Registro:
| Documento: | Artículo |
| Título: | Permutation entropy of fractional Brownian motion and fractional Gaussian noise |
| Autor: | Zunino, L.; Pérez, D.G.; Martín, M.T.; Garavaglia, M.; Plastino, A.; Rosso, O.A. |
| Filiación: | Centro de Investigaciones Ópticas, C.C. 124 Correo Central, 1900 La Plata, Argentina Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP), 1900 La Plata, Argentina Departamento de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata, Argentina Instituto de Física, Pontificia Universidad Católica de Valparaíso (PUCV), 23-40025 Valparaíso, Chile Instituto de Física (IFLP), Facultad de Ciencias Exactas, Universidad Nacional de La Plata, C.C. 727, 1900 La Plata, Argentina Centre for Bioinformatics, Biomarker Discovery and Information-Based Medicine, School of Electrical Engineering and Computer Science, University Drive, Callaghan, NSW 2308, Australia Chaos and Biology Group, Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Pabellon II, Ciudad Universitaria, 1428 Ciudad de Buenos Aires, Argentina |
| Palabras clave: | Fractional Brownian motion; Fractional Gaussian noise; Permutation entropy |
| Año: | 2008 |
| Volumen: | 372 |
| Número: | 27-28 |
| Página de inicio: | 4768 |
| Página de fin: | 4774 |
| DOI: | http://dx.doi.org/10.1016/j.physleta.2008.05.026 |
| Título revista: | Physics Letters, Section A: General, Atomic and Solid State Physics |
| Título revista abreviado: | Phys Lett Sect A Gen At Solid State Phys |
| ISSN: | 03759601 |
| CODEN: | PYLAA |
| Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03759601_v372_n27-28_p4768_Zunino |
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Citas:
---------- APA ----------
Zunino, L., Pérez, D.G., Martín, M.T., Garavaglia, M., Plastino, A. & Rosso, O.A. (2008) . Permutation entropy of fractional Brownian motion and fractional Gaussian noise. Physics Letters, Section A: General, Atomic and Solid State Physics, 372(27-28), 4768-4774.http://dx.doi.org/10.1016/j.physleta.2008.05.026
---------- CHICAGO ----------
Zunino, L., Pérez, D.G., Martín, M.T., Garavaglia, M., Plastino, A., Rosso, O.A. "Permutation entropy of fractional Brownian motion and fractional Gaussian noise" . Physics Letters, Section A: General, Atomic and Solid State Physics 372, no. 27-28 (2008) : 4768-4774.http://dx.doi.org/10.1016/j.physleta.2008.05.026
---------- MLA ----------
Zunino, L., Pérez, D.G., Martín, M.T., Garavaglia, M., Plastino, A., Rosso, O.A. "Permutation entropy of fractional Brownian motion and fractional Gaussian noise" . Physics Letters, Section A: General, Atomic and Solid State Physics, vol. 372, no. 27-28, 2008, pp. 4768-4774.http://dx.doi.org/10.1016/j.physleta.2008.05.026
---------- VANCOUVER ----------
Zunino, L., Pérez, D.G., Martín, M.T., Garavaglia, M., Plastino, A., Rosso, O.A. Permutation entropy of fractional Brownian motion and fractional Gaussian noise. Phys Lett Sect A Gen At Solid State Phys. 2008;372(27-28):4768-4774.http://dx.doi.org/10.1016/j.physleta.2008.05.026
