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Rosso, O.A.; Carpi, L.C.; Saco, P.M.; Gómez Ravetti, M.; Plastino, A.; Larrondo, H.A. "Causality and the entropy-complexity plane: Robustness and missing ordinal patterns" (2012) Physica A: Statistical Mechanics and its Applications. 391(1-2):42-55
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Abstract:

We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative weights in a given time series. Two different tools have been advanced in the literature to such effect, namely, (i) the "causal" entropycomplexity plane [O.A. Rosso, H.A. Larrondo, M.T. Martín, A. Plastino, M.A. Fuentes, Distinguishing noise from chaos, Phys. Rev. Lett. 99 (2007) 154102] and (ii) the estimation of the decay rate of missing ordinal patterns [J.M. Amigó, S. Zambrano, M.A.F. Sanjuán, True and false forbidden patterns in deterministic and random dynamics, Europhys. Lett. 79 (2007) 50001; L.C. Carpi, P.M. Saco, O.A. Rosso, Missing ordinal patterns in correlated noises. Physica A 389 (2010) 20202029]. In this work we extend the use of these techniques to address the analysis of deterministic finite time series contaminated with additive noises of different degree of correlation. The chaotic series studied here was via the logistic map (r=4) to which we added correlated noise (colored noise with f-k Power Spectrum, 0≤k≤2) of varying amplitudes. In such a fashion important insights pertaining to the deterministic component of the original time series can be gained. We find that in the entropycomplexity plane this goal can be achieved without additional computations. © 2011 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:Causality and the entropy-complexity plane: Robustness and missing ordinal patterns
Autor:Rosso, O.A.; Carpi, L.C.; Saco, P.M.; Gómez Ravetti, M.; Plastino, A.; Larrondo, H.A.
Filiación:Departamento de Física, Instituto de Ciências Exatas, Universidade Federal de Minas Gerais, Av. Antnio Carlos, 6627, 31270-901 Belo Horizonte MG, Brazil
Chaos and Biology Group, Instituto de Cálculo, Ciudad Universitaria, 1428 Ciudad Autónoma de Buenos Aires, Argentina
Civil, Surveying and Environmental Engineering, University of Newcastle, University Drive, Callaghan, NSW 2308, Australia
Departamento de Engenharia de Produo, Universidade Federal de Minas Gerais, Av. Antnio Carlos, 6627, Belo Horizonte, 31270-901 Belo Horizonte MG, Brazil
Instituto de Física, IFLP-CCT, Universidad Nacional de la Plata (UNLP), C.C. 727, 1900 La Plata, Argentina
Facultad de Ingeniería, Universidad Nacional de Mar Del Plata, Av. J.B. Justo 4302, 7600 Mar del Plata, Argentina
CONICET, Argentina
Palabras clave:Chaos; Entropycomplexity; Missing ordinal patterns; Noise; Time series analysis; Chaotic series; Colored noise; Correlated noise; Decay rate; Degree of correlations; Deterministic component; Entropycomplexity; Finite time; Forbidden pattern; Logistic maps; Noise; Ordinal pattern; Random dynamics; Relative weights; Decay (organic); Time series; White noise; Time series analysis
Año:2012
Volumen:391
Número:1-2
Página de inicio:42
Página de fin:55
DOI: http://dx.doi.org/10.1016/j.physa.2011.07.030
Título revista:Physica A: Statistical Mechanics and its Applications
Título revista abreviado:Phys A Stat Mech Appl
ISSN:03784371
CODEN:PHYAD
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03784371_v391_n1-2_p42_Rosso

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Citas:

---------- APA ----------
Rosso, O.A., Carpi, L.C., Saco, P.M., Gómez Ravetti, M., Plastino, A. & Larrondo, H.A. (2012) . Causality and the entropy-complexity plane: Robustness and missing ordinal patterns. Physica A: Statistical Mechanics and its Applications, 391(1-2), 42-55.
http://dx.doi.org/10.1016/j.physa.2011.07.030
---------- CHICAGO ----------
Rosso, O.A., Carpi, L.C., Saco, P.M., Gómez Ravetti, M., Plastino, A., Larrondo, H.A. "Causality and the entropy-complexity plane: Robustness and missing ordinal patterns" . Physica A: Statistical Mechanics and its Applications 391, no. 1-2 (2012) : 42-55.
http://dx.doi.org/10.1016/j.physa.2011.07.030
---------- MLA ----------
Rosso, O.A., Carpi, L.C., Saco, P.M., Gómez Ravetti, M., Plastino, A., Larrondo, H.A. "Causality and the entropy-complexity plane: Robustness and missing ordinal patterns" . Physica A: Statistical Mechanics and its Applications, vol. 391, no. 1-2, 2012, pp. 42-55.
http://dx.doi.org/10.1016/j.physa.2011.07.030
---------- VANCOUVER ----------
Rosso, O.A., Carpi, L.C., Saco, P.M., Gómez Ravetti, M., Plastino, A., Larrondo, H.A. Causality and the entropy-complexity plane: Robustness and missing ordinal patterns. Phys A Stat Mech Appl. 2012;391(1-2):42-55.
http://dx.doi.org/10.1016/j.physa.2011.07.030