IFLP   13074
INSTITUTO DE FISICA LA PLATA
Unidad Ejecutora - UE
artículos
Título:
The amigó 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 - 427
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)].