CIOP 05384
CENTRO DE INVESTIGACIONES OPTICAS
Unidad Ejecutora - UE
artículos
Título:
Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach
Autor/es:
OSVALDO A. ROSSO, LUCIANO ZUNINO, DARÍO G. PÉREZ, ALEJANDRA FIGLIOLA, HILDA A. LARRONDO, MARIO GARAVAGLIA, MARÍA T. MARTÍN AND ANGEL PLASTINO
Revista:
PHYSICAL REVIEW E - STATISTICAL PHYSICS, PLASMAS, FLUIDS AND RELATED INTERDISCIPLINARY TOPICS
Editorial:
The American Physical Society (APS)
Referencias:
Año: 2007 vol. 76 p. 611141 - 611146
ISSN:
1063-651X
Resumen:
By recourse to appropriate information theory quantifiers (normalized Shannon entropy and MPR 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.
