Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach
In this paper we introduce a multiscale symbolic information-theory approach for discriminating nonlinear deterministic and stochastic dynamics from time series associated with complex systems. More precisely, we show that the multiscale complexity-entropy causality plane is a useful representation...
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| Autores principales: | , , |
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| Formato: | Articulo |
| Lenguaje: | Inglés |
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2012
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| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/126166 |
| Aporte de: |
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I19-R120-10915-126166 |
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| record_format |
dspace |
| institution |
Universidad Nacional de La Plata |
| institution_str |
I-19 |
| repository_str |
R-120 |
| collection |
SEDICI (UNLP) |
| language |
Inglés |
| topic |
Física White noise Series (mathematics) Statistical physics Econometrics Time series Nonlinear system Chaotic Mathematics Complex system Representation (mathematics) Stochastic process |
| spellingShingle |
Física White noise Series (mathematics) Statistical physics Econometrics Time series Nonlinear system Chaotic Mathematics Complex system Representation (mathematics) Stochastic process Zunino, Luciano José Soriano, Miguel C. Rosso, Osvaldo A. Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach |
| topic_facet |
Física White noise Series (mathematics) Statistical physics Econometrics Time series Nonlinear system Chaotic Mathematics Complex system Representation (mathematics) Stochastic process |
| description |
In this paper we introduce a multiscale symbolic information-theory approach for discriminating nonlinear deterministic and stochastic dynamics from time series associated with complex systems. More precisely, we show that the multiscale complexity-entropy causality plane is a useful representation space to identify the range of scales at which deterministic or noisy behaviors dominate the system's dynamics. Numerical simulations obtained from the well-known and widely used Mackey-Glass oscillator operating in a high-dimensional chaotic regime were used as test beds. The effect of an increased amount of observational white noise was carefully examined. The results obtained were contrasted with those derived from correlated stochastic processes and continuous stochastic limit cycles. Finally, several experimental and natural time series were analyzed in order to show the applicability of this scale-dependent symbolic approach in practical situations. |
| format |
Articulo Articulo |
| author |
Zunino, Luciano José Soriano, Miguel C. Rosso, Osvaldo A. |
| author_facet |
Zunino, Luciano José Soriano, Miguel C. Rosso, Osvaldo A. |
| author_sort |
Zunino, Luciano José |
| title |
Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach |
| title_short |
Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach |
| title_full |
Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach |
| title_fullStr |
Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach |
| title_full_unstemmed |
Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach |
| title_sort |
distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach |
| publishDate |
2012 |
| url |
http://sedici.unlp.edu.ar/handle/10915/126166 |
| work_keys_str_mv |
AT zuninolucianojose distinguishingchaoticandstochasticdynamicsfromtimeseriesbyusingamultiscalesymbolicapproach AT sorianomiguelc distinguishingchaoticandstochasticdynamicsfromtimeseriesbyusingamultiscalesymbolicapproach AT rossoosvaldoa distinguishingchaoticandstochasticdynamicsfromtimeseriesbyusingamultiscalesymbolicapproach |
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Repositorios |
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1764820450160934913 |