Noise versus chaos in a causal Fisher-Shannon plane

We revisit the Fisher-Shannon representation plane H × F, evaluated using the Bandt and Pompe recipe to assign a probability distribution to a time series. Several stochastic dynamical (noises with f<SUP>-k</SUP>, k ≥ 0, power spectrum) and chaotic processes (27 chaotic maps) are analyze...

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Detalles Bibliográficos
Autores: Rosso, Osvaldo A., Olivares Zamora, Felipe Esteban, Plastino, Ángel Luis
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2015
País:Argentina
Institución:Universidad Nacional de La Plata
Repositorio:SEDICI (UNLP)
Idioma:inglés
OAI Identifier:oai:sedici.unlp.edu.ar:10915/85866
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/85866
Access Level:acceso abierto
Palabra clave:Ciencias Exactas
Física
Entropy
Time series analysis
Ordinal patterns
Descripción
Sumario:We revisit the Fisher-Shannon representation plane H × F, evaluated using the Bandt and Pompe recipe to assign a probability distribution to a time series. Several stochastic dynamical (noises with f<SUP>-k</SUP>, k ≥ 0, power spectrum) and chaotic processes (27 chaotic maps) are analyzed so as to illustrate the approach. Our main achievement is uncovering the informational properties of the planar location.