Navegar

Colección

Datos Estadísticas

Artículo

Rosso, O.A.; Zunino, L.; Pérez, D.G.; Figliola, A.; Larrondo, H.A.; Garavaglia, M.; Martín, M.T.; Plastino, A. "Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach" (2007) Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 76(6)
El editor solo permite decargar el artículo en su versión post-print desde el repositorio. Por favor, si usted posee dicha versión, enviela a
Consulte el artículo en la página del editor
Consulte la política de Acceso Abierto del editor

Abstract:

By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martín-Plastino-Rosso intensive statistical complexity measure), we revisit the characterization of Gaussian self-similar stochastic processes from a Bandt-Pompe viewpoint. We show that the ensuing approach exhibits considerable advantages with respect to other treatments. In particular, clear quantifiers gaps are found in the transition between the continuous processes and their associated noises. © 2007 The American Physical Society.

Registro:

Documento: Artículo
Título:Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach
Autor:Rosso, O.A.; Zunino, L.; Pérez, D.G.; Figliola, A.; Larrondo, H.A.; Garavaglia, M.; Martín, M.T.; Plastino, A.
Filiación:Chaos and Biology Group, Instituto de Cálculo, Ciudad Universitaria, Pabellón II, 1428 Ciudad de Buenos Aires, Argentina
Centre for Bioinformatics, School of Electrical Engineering and Computer Science, University of Newcastle, University Drive, Callaghan, NSW 2308, Australia
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
Instituto de Física, Pontificia Universidad Católica de Valparaíso (PUCV), 23-40025 Valparaíso, Chile
Chaos and Biology Group, Instituto de Desarrollo Humano, Campus Universitario, Modulo 5, Juan Maria Gutierrez 1150, Los Polvorines, Pcia. de Buenos Aires, Argentina
Facultad de Ingeniería, Universidad Nacional de Mar Del Plata, Juan B. Justo 4302, 7600 Mar del Plata, Argentina
Departamento de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata (UNLP), Argentina
Instituto de Física, Facultad de Ciencias Exactas, Universidad Nacional de la Plata (UNLP), C.C. 727, 1900 La Plata, Argentina
Palabras clave:Bandt-Pompe approach; Gaussian self-similar stochastic processes; Acoustic noise; Characterization; Entropy; Information theory; Statistical methods; Random processes
Año:2007
Volumen:76
Número:6
DOI: http://dx.doi.org/10.1103/PhysRevE.76.061114
Título revista:Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
Título revista abreviado:Phys. Rev. E Stat. Nonlinear Soft Matter Phys.
ISSN:15393755
CODEN:PLEEE
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_15393755_v76_n6_p_Rosso

Referencias:

  • Shannon, C.E., (1948) Bell Syst. Tech. J., 27, p. 379. , BSTJAN 0005-8580
  • Shannon, C.E., (1948) Bell Syst. Tech. J., 27, p. 623. , BSTJAN 0005-8580
  • Rényi, A., (1970) Probability Theory, , North-Holland Publishing Co., Amsterdam
  • Tsallis, C., (1988) J. Stat. Phys., 52, p. 479. , JSTPBS 0022-4715 10.1007/BF01016429
  • Shiner, J.S., Davison, M., Landsberg, P.T., (1999) Phys. Rev. e, 59, p. 1459. , PLEEE8 1063-651X 10.1103/PhysRevE.59.1459
  • López-Ruiz, R., Mancini, H.L., Calbet, X., (1995) Phys. Lett. A, 209, p. 321. , PYLAAG 0375-9601 10.1016/0375-9601(95)00867-5
  • Martín, M.T., Plastino, A., Rosso, O.A., (2003) Phys. Lett. A, 311, p. 126. , PYLAAG 0375-9601 10.1016/S0375-9601(03)00491-2
  • Lamberti, P.W., Martín, M.T., Plastino, A., Rosso, O.A., (2004) Physica A, 334, p. 119. , PHYADX 0378-4371 10.1016/j.physa.2003.11.005
  • Martín, M.T., Plastino, A., Rosso, O.A., (2006) Physica A, 369, p. 439. , PHYADX 0378-4371 10.1016/j.physa.2005.11.053
  • Pérez, D.G., Zunino, L., Martín, M.T., Garavaglia, M., Plastino, A., Rosso, O.A., (2007) Phys. Lett. A, 364, p. 259. , PYLAAG 0375-9601
  • Rosso, O.A., Larrondo, H.A., Martín, M.T., Plastino, A., Fuentes, M.A., (2007) Phys. Rev. Lett., 99, p. 154102. , PRLTAO 0031-9007 10.1103/PhysRevLett.99.154102
  • Martín, M.T., (2004), Ph.D. thesis University of La Plata, La Plata, Argentina; Mischaikow, K., Mrozek, M., Reiss, J., Szymczak, A., (1999) Phys. Rev. Lett., 82, p. 1144. , PRLTAO 0031-9007 10.1103/PhysRevLett.82.1144
  • Powell, G.E., Percival, I.C., (1979) J. Phys. A, 12, p. 2053. , JPHAC5 0305-4470 10.1088/0305-4470/12/11/017
  • Rosso, O.A., Mairal, M.L., (2002) Physica A, 312, p. 469. , PHYADX 0378-4371
  • Bandt, C., Pompe, B., (2002) Phys. Rev. Lett., 88, p. 174102. , PRLTAO 0031-9007 10.1103/PhysRevLett.88.174102
  • Larrondo, H.A., González, C.M., Martín, M.T., Plastino, A., Rosso, O.A., (2005) Physica A, 356, p. 133. , PHYADX 0378-4371
  • Larrondo, H.A., Martín, M.T., González, C.M., Plastino, A., Rosso, O.A., (2006) Phys. Lett. A, 352, p. 421. , PYLAAG 0375-9601 10.1016/j.physleta.2005.12.009
  • Kowalski, A.M., Martín, M.T., Plastino, A., Rosso, O.A., (2007) Physica D, 233, p. 21. , PDNPDT 0167-2789 10.1016/j.physd.2007.06.015
  • Mandelbrot, B.B., (1982) The Fractal Geometry of Nature, , W. H. Freeman, New York
  • Voss, R.F., (1992) Phys. Rev. Lett., 68, p. 3805. , PRLTAO 0031-9007 10.1103/PhysRevLett.68.3805
  • Allegrini, P., Buiatti, M., Grigolini, P., West, B.J., (1998) Phys. Rev. e, 57, p. 4558. , PLEEE8 1063-651X 10.1103/PhysRevE.57.4558
  • Zunino, L., Pérez, D.G., Martín, M.T., Plastino, A., Garavaglia, M., Rosso, O.A., (2007) Phys. Rev. e, 75, p. 021115. , PLEEE8 1063-651X 10.1103/PhysRevE.75.021115
  • Calbet, X., López-Ruiz, R., (2001) Phys. Rev. e, 63, p. 066116. , PLEEE8 1063-651X 10.1103/PhysRevE.63.066116
  • Plastino, A.R., Plastino, A., (1996) Phys. Rev. e, 54, p. 4423. , PLEEE8 1063-651X 10.1103/PhysRevE.54.4423
  • Kowalski, A.M., Martín, M.T., Plastino, A., Proto, A.N., Rosso, O.A., (2003) Phys. Lett. A, 311, p. 180. , PYLAAG 0375-9601 10.1016/S0375-9601(03)00470-5
  • Kowalski, A.M., Martín, M.T., Plastino, A., Rosso, O.A., (2005) Int. J. Mod. Phys. B, 19, p. 2273. , IJPBEV 0217-9792 10.1142/S0217979205029857
  • Rosso, O.A., Martín, M.T., Plastino, A., (2005) Physica A, 347, p. 444. , PHYADX 0378-4371 10.1016/j.physa.2004.08.085
  • Rosso, O.A., Martín, M.T., Figliola, A., Keller, K., Plastino, A., (2006) J. Neurosci. Methods, 153, p. 163. , JNMEDT 0165-0270 10.1016/j.jneumeth.2005.10.009
  • Keller, K., Lauffer, H., (2003) Int. J. Bifurcation Chaos Appl. Sci. Eng., 13, p. 2657. , IJBEE4 0218-1274 10.1142/S0218127403008168
  • Keller, K., Sinn, M., (2005) Physica A, 356, p. 114. , PHYADX 0378-4371
  • Davies, R.B., Harte, D.S., (1987) Biometrika, 74, p. 95. , BIOKAX 0006-3444 10.1093/biomet/74.1.95
  • Wood, A.T.A., Chan, G., (1994) J. Comput. Graph. Stat., 3, p. 409. , ZZZZZZ 1061-8600
  • Bandt, C., Shiha, F., (2007) J. Time Ser. Anal., 28, p. 646. , JTSADL 0143-9782 10.1111/j.1467-9892.2007.00528.x
  • Pérez, D.G., Zunino, L., Garavaglia, M., Rosso, O.A., (2006) Physica A, 365, p. 282. , PHYADX 0378-4371 10.1016/j.physa.2005.09.060
  • Zunino, L., Pérez, D.G., Garavaglia, M., Rosso, O.A., (2007) Physica A, 379, p. 503. , PHYADX 0378-4371

Citas:

---------- APA ----------
Rosso, O.A., Zunino, L., Pérez, D.G., Figliola, A., Larrondo, H.A., Garavaglia, M., Martín, M.T.,..., Plastino, A. (2007) . Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 76(6).
http://dx.doi.org/10.1103/PhysRevE.76.061114
---------- CHICAGO ----------
Rosso, O.A., Zunino, L., Pérez, D.G., Figliola, A., Larrondo, H.A., Garavaglia, M., et al. "Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach" . Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 76, no. 6 (2007).
http://dx.doi.org/10.1103/PhysRevE.76.061114
---------- MLA ----------
Rosso, O.A., Zunino, L., Pérez, D.G., Figliola, A., Larrondo, H.A., Garavaglia, M., et al. "Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach" . Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, vol. 76, no. 6, 2007.
http://dx.doi.org/10.1103/PhysRevE.76.061114
---------- VANCOUVER ----------
Rosso, O.A., Zunino, L., Pérez, D.G., Figliola, A., Larrondo, H.A., Garavaglia, M., et al. Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach. Phys. Rev. E Stat. Nonlinear Soft Matter Phys. 2007;76(6).
http://dx.doi.org/10.1103/PhysRevE.76.061114