The Amigó paradigm of forbidden/missing patterns: a detailed analysis

We deal here with the issue of determinism versus randomness in time series (TS), with the goal of identifying their relative importance in a given TS. To this end we extend (i) the use of ordinal patterns based probability distribution functions associated to a TS [C. Bandt and B. Pompe, Phys. Rev....

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Detalles Bibliográficos
Autores principales: Rosso, Osvaldo A., Carpi, Laura C., Saco, Patricia M., Gómez Ravetti, Martín, Larrondo, Hilda A., Plastino, Ángel Luis
Formato: Articulo Preprint
Lenguaje:Inglés
Publicado: 2012
Materias:
Física
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/132127
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-132127
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Física
spellingShingle Física
Rosso, Osvaldo A.
Carpi, Laura C.
Saco, Patricia M.
Gómez Ravetti, Martín
Larrondo, Hilda A.
Plastino, Ángel Luis
The Amigó paradigm of forbidden/missing patterns: a detailed analysis
topic_facet Física
description We deal here with the issue of determinism versus randomness in time series (TS), with the goal of identifying their relative importance in a given TS. To this end we extend (i) the use of ordinal patterns based probability distribution functions associated to a TS [C. Bandt and B. Pompe, Phys. Rev. Lett. 88, 174102 (2002)] and (ii) the so-called Amigo paradigm of forbidden/missing patterns [J.M. Amigo et al., Europhys. Lett. 79, 50001 (2007)], to analyze deterministic finite TS contaminated with strong additive noises of different correlation-degree. Useful information on the deterministic component of the original time series is obtained with the help of the so-called causal entropy-complexity plane [O.A. Rosso et al., Phys. Rev. Lett. 99, 154102 (2007)].
format Articulo
Preprint
author Rosso, Osvaldo A.
Carpi, Laura C.
Saco, Patricia M.
Gómez Ravetti, Martín
Larrondo, Hilda A.
Plastino, Ángel Luis
author_facet Rosso, Osvaldo A.
Carpi, Laura C.
Saco, Patricia M.
Gómez Ravetti, Martín
Larrondo, Hilda A.
Plastino, Ángel Luis
author_sort Rosso, Osvaldo A.
title The Amigó paradigm of forbidden/missing patterns: a detailed analysis
title_short The Amigó paradigm of forbidden/missing patterns: a detailed analysis
title_full The Amigó paradigm of forbidden/missing patterns: a detailed analysis
title_fullStr The Amigó paradigm of forbidden/missing patterns: a detailed analysis
title_full_unstemmed The Amigó paradigm of forbidden/missing patterns: a detailed analysis
title_sort amigó paradigm of forbidden/missing patterns: a detailed analysis
publishDate 2012
url http://sedici.unlp.edu.ar/handle/10915/132127
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