INVESTIGADORES
ROSSO Osvaldo Anibal
artículos
Título:
The Amig´o paradigm of forbidden/missing patterns: a detailed analysis
Autor/es:
O. A. ROSSO; L. C. CARPI; P. M. SACO; M. G. RAVETTI; H. A. LARRONDO; A. PLASTINO
Revista:
EUROPEAN PHYSICAL JOURNAL B - CONDENSED MATTER
Editorial:
SPRINGER
Referencias:
Lugar: Berlin; Año: 2012 vol. 85 p. 419 - 430
ISSN:
1434-6028
Resumen:
We deal here with the issue of determinism versus randomness in time series (TS), with the goal of identifying their relative importance in a given TS. To this end we extend (i) the use of ordinal patterns based probability distribution functions associated to a TS [C. Bandt and B. Pompe, Phys. Rev. Lett. 88, 174102 (2002)] and (ii) the so-called Amig´o paradigm of forbidden/missing patterns [J.M. Amig´o et al., Europhys. Lett. 79, 50001 (2007)], to analyze deterministic finite TS contaminated with strong additive noises of different correlation-degree. Useful information on the deterministic component of the original time series is obtained with the help of the so-called causal entropy-complexity plane [O.A. Rosso et al., Phys. Rev. Lett. 99, 154102 (2007)].