Contrasting chaotic with stochastic dynamics via ordinal transition networks

We introduce a representation space to contrast chaotic with stochastic dynamics. Following the complex network representation of a time series through ordinal pattern transitions, we propose to assign each system a position in a two-dimensional plane defined by the permutation entropy of the networ...

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Detalles Bibliográficos
Autores: Olivares, F., Zanin, M., Zunino, Luciano José, Pérez, D.G.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2020
País:Argentina
Institución:Consejo Nacional de Investigaciones Científicas y Técnicas
Repositorio:CONICET Digital (CONICET)
Idioma:inglés
OAI Identifier:oai:ri.conicet.gov.ar:11336/144097
Acceso en línea:http://hdl.handle.net/11336/144097
Access Level:acceso abierto
Palabra clave:CHAOS
NONLINEAR DYNAMICS
STOCHASTIC PROCESSES
https://purl.org/becyt/ford/1.3
https://purl.org/becyt/ford/1
Descripción
Sumario:We introduce a representation space to contrast chaotic with stochastic dynamics. Following the complex network representation of a time series through ordinal pattern transitions, we propose to assign each system a position in a two-dimensional plane defined by the permutation entropy of the network (global network quantifier) and the minimum value of the permutation entropy of the nodes (local network quantifier). The numerical analysis of representative chaotic maps and stochastic systems shows that the proposed approach is able to distinguish linear from non-linear dynamical systems by different planar locations. Additionally, we show that this characterization is robust when observational noise is considered. Experimental applications allow us to validate the numerical findings and to conclude that this approach is useful in practical contexts.