pith. sign in

arxiv: 1110.0776 · v1 · pith:A7UNEDWRnew · submitted 2011-10-04 · ❄️ cond-mat.stat-mech · nlin.CD

Noisy-chaotic time series and the forbidden/missing patterns paradigm

classification ❄️ cond-mat.stat-mech nlin.CD
keywords seriestimelettamigdeterministicforbiddenmissingparadigm
0
0 comments X
read the original abstract

We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution functions associated with a time series [Bandt and Pompe, Phys. Rev. Lett. 88 (2002) 174102] and ii) the so-called Amig\'o paradigm of forbidden/missing patterns [Amig\'o, Zambrano, Sanju\'an, Europhys. Lett. 79 (2007) 50001], to analyze deterministic finite time series contaminated with strong additive noises of different correlation-degree. Insights pertaining to the deterministic component of the original time series are obtained with the help of the causal entropy-complexity plane [Rosso et al. Phys. Rev. Lett. 99 (2007) 154102].

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.