Browsing by Author "Ramos, Heitor S."
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artículo de publicación periódica.listelement.badge Characterization of electric load with information theory quantifiers(2017-01) Aquino, Andre L. L.; Ramos, Heitor S.; Frery, Alejandro C.; Viana, Leonardo P.; Cavalcante, Tamer S. G.; Rosso, Osvaldo A."This paper presents a study of the electric load behavior based on the Causality Complexity–Entropy Plane.We use a public data set, namely REDD, which contains detailed power usage information from several domestic appliances. In our characterization, we use the available power data of the circuit/devices of all houses. The Bandt–Pompe methodology combined with the Causality Complexity–Entropy Plane was used to identify and characterize regimes and behaviors over these data. The results showed that this characterization provides a useful insight into the underlying dynamics that govern the electric load."artículo de publicación periódica.listelement.badge Statistical properties of the entropy from ordinal patterns(2022) Chagas, Eduarda T. C.; Frery, Alejandro C.; Gambini, Juliana; Lucini, María M.; Ramos, Heitor S.; Rey, Andrea"The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair entropy-statistical complexity for a large class of time series models would allow statistical tests that are unavailable to date. Working in this direction, we characterize the asymptotic distribution of the empirical Shannon’s entropy for any model under which the true normalized entropy is neither zero nor one. We obtain the asymptotic distribution from the central limit theorem (assuming large time series), the multivariate delta method, and a third-order correction of its mean value. We discuss the applicability of other results (exact, first-, and second-order corrections) regarding their accuracy and numerical stability. Within a general framework for building test statistics about Shannon’s entropy, we present a bilateral test that verifies if there is enough evidence to reject the hypothesis that two signals produce ordinal patterns with the same Shannon’s entropy. We applied this bilateral test to the daily maximum temperature time series from three cities (Dublin, Edinburgh, and Miami) and obtained sensible results."