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
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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
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Palabras clave: | Bandt-Pompe approach; Gaussian self-similar stochastic processes; Acoustic noise; Characterization; Entropy; Information theory; Statistical methods; Random processes |
Año: | 2007
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Volumen: | 76
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Número: | 6
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DOI: |
http://dx.doi.org/10.1103/PhysRevE.76.061114 |
Título revista: | Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
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Título revista abreviado: | Phys. Rev. E Stat. Nonlinear Soft Matter Phys.
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ISSN: | 15393755
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CODEN: | PLEEE
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_15393755_v76_n6_p_Rosso |
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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