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Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations
Zunino, Luciano Olivares, Felipe Rosso, Osvaldo A.
Zunino, Luciano
Olivares, Felipe
Rosso, Osvaldo A.
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Artículo de publicación periódica
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Abstract
"The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations."
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2015-01
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ANALISIS DE SERIES DE TIEMPO, ENTROPIA, SISTEMAS DINAMICOS