Characterizing temporal correlations with ordinal patterns analysis

FELIPE OLIVARES; LUCIANO ZUNINO; OSVALDO A. ROSSO

Maceió

Conferencia; XVIII Conference on Nonequilibrium Statistical Mechanics and Nonlinear Physics (MEDYFINOL 2014); 2014

It was recently shown that the relative frequency of ordinal patterns, via Bandt and Pompe symbolization, is able to unveil the presence of subtle correlations in experimental time series (Phys. Rev. E 84, 2011). Following a similar idea we have found that persistent and antipersistent signals can be correctly discriminated. Numerical and experimental results, that support this fact, are included. Specifically, fractional Gaussian Noises and the dynamics of a semiconductor laser with optical feedback operating in a low frequency fluctuation regime are analyzed. In addition we use the well known detrended fluctuation analysis to validate our results. The proper identification of the correlation nature can be of great value for a fully comprehension and modeling of the underlying dynamics.