Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations

"The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support t...

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Autores principales: Zunino, Luciano, Olivares, Felipe, Rosso, Osvaldo A.
Formato: Artículos de Publicaciones Periódicas acceptedVersion
Lenguaje:Inglés
Publicado: 2021
Materias:
ANALISIS DE SERIES DE TIEMPO
ENTROPIA
SISTEMAS DINAMICOS
Acceso en línea:http://ri.itba.edu.ar/handle/123456789/3454
Aporte de:
Repositorio Institucional Instituto Tecnológico de Buenos Aires (ITBA) de Instituto Tecnológico de Buenos Aires (ITBA)
id I32-R138-123456789-3454
record_format dspace
spelling I32-R138-123456789-34542022-12-07T13:06:38Z Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations Zunino, Luciano Olivares, Felipe Rosso, Osvaldo A. ANALISIS DE SERIES DE TIEMPO ENTROPIA SISTEMAS DINAMICOS "The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations." 2021-04-19T21:09:48Z 2021-04-19T21:09:48Z 2015-01 Artículos de Publicaciones Periódicas info:eu-repo/semantics/acceptedVersion 0295-5075 http://ri.itba.edu.ar/handle/123456789/3454 en info:eu-repo/semantics/altIdentifier/doi/10.1209/0295-5075/109/10005 info:eu-repo/grantAgreement/CONICET/AR. Ciudad de Buenos Aires info:eu-repo/grantAgreement/UNLP/AR. Buenos Aires. La Plata info:eu-repo/grantAgreement/FAPEAL/BR. Alagoas, Maceió info:eu-repo/semantics/embargoedAccess application/pdf
institution Instituto Tecnológico de Buenos Aires (ITBA)
institution_str I-32
repository_str R-138
collection Repositorio Institucional Instituto Tecnológico de Buenos Aires (ITBA)
language Inglés
topic ANALISIS DE SERIES DE TIEMPO
ENTROPIA
SISTEMAS DINAMICOS
spellingShingle ANALISIS DE SERIES DE TIEMPO
ENTROPIA
SISTEMAS DINAMICOS
Zunino, Luciano
Olivares, Felipe
Rosso, Osvaldo A.
Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations
topic_facet ANALISIS DE SERIES DE TIEMPO
ENTROPIA
SISTEMAS DINAMICOS
description "The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations."
format Artículos de Publicaciones Periódicas
acceptedVersion
author Zunino, Luciano
Olivares, Felipe
Rosso, Osvaldo A.
author_facet Zunino, Luciano
Olivares, Felipe
Rosso, Osvaldo A.
author_sort Zunino, Luciano
title Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations
title_short Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations
title_full Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations
title_fullStr Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations
title_full_unstemmed Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations
title_sort permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations
publishDate 2021
url http://ri.itba.edu.ar/handle/123456789/3454
work_keys_str_mv AT zuninoluciano permutationminentropyanimprovedquantifierforunveilingsubtletemporalcorrelations
AT olivaresfelipe permutationminentropyanimprovedquantifierforunveilingsubtletemporalcorrelations
AT rossoosvaldoa permutationminentropyanimprovedquantifierforunveilingsubtletemporalcorrelations
_version_ 1765660925175529472

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