INVESTIGADORES
ROSSO Osvaldo Anibal
artículos
Título:
Permutation entropy of fractional Brownian motion and fractional Gaussian noise
Autor/es:
L. ZUNINO; D. PÉREZ; M. T. MARTIN; M. GARAVAGLIA; A. PLASTINO; O,.A. ROSSO
Revista:
PHYSICS LETTERS A
Editorial:
Elsevier
Referencias:
Año: 2008 vol. 372 p. 4768 - 4774
ISSN:
0375-9601
Resumen:
We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt & Shiha [J. of Time Series Analysis, 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays.
