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Zunino, L.; Soriano, M.C.; Fischer, I.; Rosso, O.A.; Mirasso, C.R. "Permutation-information-theory approach to unveil delay dynamics from time-series analysis" (2010) Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 82(4)
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Abstract:

In this paper an approach to identify delay phenomena from time series is developed. We show that it is possible to perform a reliable time delay identification by using quantifiers derived from information theory, more precisely, permutation entropy and permutation statistical complexity. These quantifiers show clear extrema when the embedding delay τ of the symbolic reconstruction matches the characteristic time delay τS of the system. Numerical data originating from a time delay system based on the well-known Mackey-Glass equations operating in the chaotic regime were used as test beds. We show that our method is straightforward to apply and robust to additive observational and dynamical noise. Moreover, we find that the identification of the time delay is even more efficient in a noise environment. Our permutation approach is also able to recover the time delay in systems with low feedback rate or high nonlinearity. © 2010 The American Physical Society.

Registro:

Documento: Artículo
Título:Permutation-information-theory approach to unveil delay dynamics from time-series analysis
Autor:Zunino, L.; Soriano, M.C.; Fischer, I.; Rosso, O.A.; Mirasso, C.R.
Filiación:Instituto de Física Interdisciplinar y Sistemas Complejos (IFISC), CSIC-UIB, Campus Universitat de les Illes Balears, E-07122 Palma de Mallorca, Spain
Centro de Investigaciones Ópticas (CONICET la Plata-CIC), C.C. 3, 1897 Gonnet, Argentina
Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de la Plata (UNLP), 1900 La Plata, Argentina
Instituto de Ciências Exatas (Fisica), Universidade Federal de Minas Gerais, Campus Pampulha, Av. Antônio Carlos 6627, Belo Horizonte, MG 31270-901, Brazil
Chaos and Biology Group, Instituto de Cálculo, Ciudad Universitaria, 1428 Ciudad de Buenos Aires, Argentina
Palabras clave:Characteristic time; Delay dynamics; Dynamical noise; Feedback rates; High nonlinearity; Mackey-Glass equations; Noise environments; Numerical data; Permutation approach; Permutation entropy; Statistical complexity; Time delay identification; Time-delay systems; Equipment testing; Harmonic analysis; Information theory; Time delay; Time series; Time series analysis
Año:2010
Volumen:82
Número:4
DOI: http://dx.doi.org/10.1103/PhysRevE.82.046212
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_v82_n4_p_Zunino

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Citas:

---------- APA ----------
Zunino, L., Soriano, M.C., Fischer, I., Rosso, O.A. & Mirasso, C.R. (2010) . Permutation-information-theory approach to unveil delay dynamics from time-series analysis. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 82(4).
http://dx.doi.org/10.1103/PhysRevE.82.046212
---------- CHICAGO ----------
Zunino, L., Soriano, M.C., Fischer, I., Rosso, O.A., Mirasso, C.R. "Permutation-information-theory approach to unveil delay dynamics from time-series analysis" . Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 82, no. 4 (2010).
http://dx.doi.org/10.1103/PhysRevE.82.046212
---------- MLA ----------
Zunino, L., Soriano, M.C., Fischer, I., Rosso, O.A., Mirasso, C.R. "Permutation-information-theory approach to unveil delay dynamics from time-series analysis" . Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, vol. 82, no. 4, 2010.
http://dx.doi.org/10.1103/PhysRevE.82.046212
---------- VANCOUVER ----------
Zunino, L., Soriano, M.C., Fischer, I., Rosso, O.A., Mirasso, C.R. Permutation-information-theory approach to unveil delay dynamics from time-series analysis. Phys. Rev. E Stat. Nonlinear Soft Matter Phys. 2010;82(4).
http://dx.doi.org/10.1103/PhysRevE.82.046212