Artículo de Publicación Periódica:
Characterization of autoregressive processes using entropic quantifiers

dc.contributor.authorTraversaro Varela, Francisco
dc.contributor.authorRedelico, Francisco
dc.date.accessioned2019-07-11T19:14:02Z
dc.date.available2019-07-11T19:14:02Z
dc.date.issued2018-01
dc.description.abstract"The aim of the contribution is to introduce a novel information plane, the causal-amplitude informational plane. As previous works seems to indicate, Bandt and Pompe methodology for estimating entropy does not allow to distinguish between probability distributions which could be fundamental for simulation or for probability analysis purposes. Once a time series is identified as stochastic by the causal complexity-entropy informational plane, the novel causal-amplitude gives a deeper understanding of the time series, quantifying both, the autocorrelation strength and the probability distribution of the data extracted from the generating processes. Two examples are presented, one from climate change model and the other from financial markets"en
dc.identifier.issn0378-4371
dc.identifier.urihttp://ri.itba.edu.ar/handle/123456789/1643
dc.language.isoenen
dc.relationinfo:eu-repo/semantics/altIdentifier/doi/10.1016/j.physa.2017.07.025
dc.subjectANALISIS DE SERIES DE TIEMPOes
dc.subjectENTROPIAes
dc.subjectSISTEMAS ESTOCASTICOSes
dc.subjectPROBABILIDADes
dc.titleCharacterization of autoregressive processes using entropic quantifiersen
dc.typeArtículos de Publicaciones Periódicases
dc.typeinfo:eu-repo/semantics/acceptedVersion
dspace.entity.typeArtículo de Publicación Periódica
itba.description.filiationFil: Traversaro Varela, Francisco. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiationFil: Redelico, Francisco. Universidad Nacional de Quilmes; Argentina.
itba.description.filiationFil: Redelico, Francisco. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.
itba.description.filiationFil: Redelico, Francisco. Hospital Italiano de Buenos Aires; Argentina.

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