Distinguishing noise from chaos

Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent proba...

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Autor principal: Rosso, O.A
Otros Autores: Larrondo, H.A, Martin, M.T, Plastino, Angel Luis, Fuentes, M.A
Formato: Capítulo de libro
Lenguaje:Inglés
Publicado: 2007
Acceso en línea:Registro en Scopus
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Registro en la Biblioteca Digital
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245 1 0 |a Distinguishing noise from chaos 
260 |c 2007 
270 1 0 |m Rosso, O.A.; Centre for Bioinformatics, Biomarker Discovery and Information-Based Medicine, School of Electrical Engineering and Computer Science, University of Newcastle, University Drive, Callaghan, NSW 2308, Australia 
504 |a Wold, H., (1938) A Study in the Analysis of Stationary Time Series, , Almqvist and Wiksell, Upsala, Sweden 
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504 |a 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 
504 |a Martín, M.T., Plastino, A., Rosso, O.A., (2006) Physica (Amsterdam), 369, p. 439. , PHYADX 0378-4371 10.1016/j.physa.2005.11.053 
504 |a Rosso, O.A., Martín, M.T., Plastino, A., (2005) Physica (Amsterdam), 347, p. 444. , PHYADX 0378-4371 10.1016/j.physa.2004.08.085 
504 |a Lamberti, P.W., Martín, M.T., Plastino, A., Rosso, O.A., (2004) Physica (Amsterdam), 334, p. 119. , PHYADX 0378-4371 10.1016/j.physa.2003.11.005 
504 |a Bandt, C., Pompe, B., (2002) Phys. Rev. Lett., 88, p. 174102. , PRLTAO 0031-9007 10.1103/PhysRevLett.88.174102 
504 |a Keller, K., Lauffer, H., (2003) Int. J. Bifurcation Chaos Appl. Sci. Eng., 13, p. 2657. , IJBEE4 0218-1274 10.1142/S0218127403008168 
504 |a 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 
504 |a Bandt, (2002) Nonlinearity, 15, p. 1595. , NONLE5 0951-7715 10.1088/0951-7715/15/5/312 
504 |a Amigó, (2005) Physica (Amsterdam), 210, p. 77. , PDNPDT 0167-2789 10.1016/j.physd.2005.07.006 
504 |a Plastino, A.R., Plastino, A., (1996) Phys. Rev. e, 54, p. 4423. , PLEEE8 1063-651X 10.1103/PhysRevE.54.4423 
504 |a Calbet, X., López-Ruiz, R., (2001) Phys. Rev. e, 63, p. 066116. , PLEEE8 1063-651X 10.1103/PhysRevE.63.066116 
504 |a 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 
504 |a Kowalski, A.M., Martín, M.T., Plastino, A., Rosso, O.A., (2007) Physica (Amsterdam), 233, p. 21. , PDNPDT 0167-2789 10.1016/j.physd.2007.06.015 
504 |a 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 
504 |a 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 
504 |a Schuster, H.G., (1988) Deterministic Chaos, , VCH, Weinheim, 2nd ed 
504 |a Bandt, C., Shiha, F., (2007) J. Time Ser. Anal., 28, p. 646. , JTSADL 0143-9782 10.1111/j.1467-9892.2007.00528.x 
504 |a Davies, R.B., Harte, D.S., (1987) Biometrika, 74, p. 95. , BIOKAX 0006-3444 10.1093/biomet/74.1.95 
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506 |2 openaire  |e Política editorial 
520 3 |a Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent probability distribution, namely, the entropy of the system and an appropriate statistical complexity measure, respectively. These two functionals are evaluated using the Bandt-Pompe recipe to assign a probability distribution function to the time series generated by the system. Several well-known model-generated time series, usually regarded as being of either stochastic or chaotic nature, are analyzed so as to illustrate the approach. The main achievement of this communication is the possibility of clearly distinguishing between them in our representation space, something that is rather difficult otherwise. © 2007 The American Physical Society.  |l eng 
593 |a Centre for Bioinformatics, Biomarker Discovery and Information-Based Medicine, School of Electrical Engineering and Computer Science, University of Newcastle, University Drive, Callaghan, NSW 2308, Australia 
593 |a Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, 1428 Ciudad Universitaria, Buenos Aires, Argentina 
593 |a Facultad de Ingeniería, Universidad Nacional de Mar del Plata, Juan B. Justo 4302, 7600 Mar del Plata, Argentina 
593 |a Instituto de Física, Facultad de Ciencias Exactas, Universidad Nacional de la Plata, C.C. 727, 1900 La Plata, Argentina 
593 |a Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM 87501, United States 
593 |a Instituto Balseiro, Centro Atómico Bariloche, CONICET, 8400 Bariloche, Argentina 
690 1 0 |a CHAOTIC SYSTEMS 
690 1 0 |a COMPUTATIONAL COMPLEXITY 
690 1 0 |a ENTROPY 
690 1 0 |a RANDOM PROCESSES 
690 1 0 |a TIME SERIES ANALYSIS 
690 1 0 |a BANDT-POMPE RECIPE 
690 1 0 |a CHAOTIC NATURE 
690 1 0 |a COMPLEXITY-ENTROPY CAUSALITY PLANE 
690 1 0 |a PERTINENT PROBABILITY DISTRIBUTION 
690 1 0 |a ACOUSTIC NOISE 
700 1 |a Larrondo, H.A. 
700 1 |a Martin, M.T. 
700 1 |a Plastino, Angel Luis 
700 1 |a Fuentes, M.A. 
773 0 |d 2007  |g v. 99  |k n. 15  |p Phys Rev Lett  |x 00319007  |w (AR-BaUEN)CENRE-386  |t Physical Review Letters 
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