Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations

LUCIANO ZUNINO; FELIPE OLIVARES; OSVALDO A. ROSSO

EUROPHYSICS LETTERS

EPL ASSOCIATION

Lugar: Bologna; Año: 2015 vol. 109

0295-5075

The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoreticallysupport this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations.