Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach
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 exh...
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Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_15393755_v76_n6_p_Rosso |
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todo:paper_15393755_v76_n6_p_Rosso2023-10-03T16:22:17Z Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach Rosso, O.A. Zunino, L. Pérez, D.G. Figliola, A. Larrondo, H.A. Garavaglia, M. Martín, M.T. Plastino, A. Bandt-Pompe approach Gaussian self-similar stochastic processes Acoustic noise Characterization Entropy Information theory Statistical methods Random processes 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_15393755_v76_n6_p_Rosso |
institution |
Universidad de Buenos Aires |
institution_str |
I-28 |
repository_str |
R-134 |
collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
topic |
Bandt-Pompe approach Gaussian self-similar stochastic processes Acoustic noise Characterization Entropy Information theory Statistical methods Random processes |
spellingShingle |
Bandt-Pompe approach Gaussian self-similar stochastic processes Acoustic noise Characterization Entropy Information theory Statistical methods Random processes Rosso, O.A. Zunino, L. Pérez, D.G. Figliola, A. Larrondo, H.A. Garavaglia, M. Martín, M.T. Plastino, A. Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach |
topic_facet |
Bandt-Pompe approach Gaussian self-similar stochastic processes Acoustic noise Characterization Entropy Information theory Statistical methods Random processes |
description |
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. |
format |
JOUR |
author |
Rosso, O.A. Zunino, L. Pérez, D.G. Figliola, A. Larrondo, H.A. Garavaglia, M. Martín, M.T. Plastino, A. |
author_facet |
Rosso, O.A. Zunino, L. Pérez, D.G. Figliola, A. Larrondo, H.A. Garavaglia, M. Martín, M.T. Plastino, A. |
author_sort |
Rosso, O.A. |
title |
Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach |
title_short |
Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach |
title_full |
Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach |
title_fullStr |
Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach |
title_full_unstemmed |
Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach |
title_sort |
extracting features of gaussian self-similar stochastic processes via the bandt-pompe approach |
url |
http://hdl.handle.net/20.500.12110/paper_15393755_v76_n6_p_Rosso |
work_keys_str_mv |
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