Complexity–entropy analysis of daily stream flow time series in the continental United States

Complexity–entropy causality plane (CECP) is a diagnostic diagram plotting normalized Shannon entropy H<sub>S</sub> versus Jensen–Shannon complexity C<sub>JS</sub> that has been introduced in nonlinear dynamics analysis to classify signals according to their degrees of random...

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Detalles Bibliográficos
Autores principales: Serinaldi, Francesco, Zunino, Luciano José, Rosso, Osvaldo Aníbal
Formato: Articulo
Lenguaje:Inglés
Publicado: 2014
Materias:
Física
Ingeniería
Stream flow
Complexity–entropy causality plane
Permutation entropy
Permutation statistical complexity
Bandt and Pompe method
Hurst parameter
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/146362
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-146362
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Física
Ingeniería
Stream flow
Complexity–entropy causality plane
Permutation entropy
Permutation statistical complexity
Bandt and Pompe method
Hurst parameter
spellingShingle Física
Ingeniería
Stream flow
Complexity–entropy causality plane
Permutation entropy
Permutation statistical complexity
Bandt and Pompe method
Hurst parameter
Serinaldi, Francesco
Zunino, Luciano José
Rosso, Osvaldo Aníbal
Complexity–entropy analysis of daily stream flow time series in the continental United States
topic_facet Física
Ingeniería
Stream flow
Complexity–entropy causality plane
Permutation entropy
Permutation statistical complexity
Bandt and Pompe method
Hurst parameter
description Complexity–entropy causality plane (CECP) is a diagnostic diagram plotting normalized Shannon entropy H<sub>S</sub> versus Jensen–Shannon complexity C<sub>JS</sub> that has been introduced in nonlinear dynamics analysis to classify signals according to their degrees of randomness and complexity. In this study, we explore the applicability of CECP in hydrological studies by analyzing 80 daily stream flow time series recorded in the continental United States during a period of 75 years, surrogate sequences simulated by autoregressive models (with independent or long-range memory innovations), Theiler amplitude adjusted Fourier transform and Theiler phase randomization, and a set of signals drawn from nonlinear dynamic systems. The effect of seasonality, and the relationships between the CECP quantifiers and several physical and statistical properties of the observed time series are also studied. The results point out that: (1) the CECP can discriminate chaotic and stochastic signals in presence of moderate observational noise; (2) the signal classification depends on the sampling frequency and aggregation time scales; (3) both chaotic and stochastic systems can be compatible with the daily stream flow dynamics, when the focus is on the information content, thus setting these results in the context of the debate on observational equivalence; (4) the empirical relationships between H<sub>S</sub> and C<sub>JS</sub> and Hurst parameter H, base flow index, basin drainage area and stream flow quantiles highlight that the CECP quantifiers can be considered as proxies of the long-term low-frequency groundwater processes rather than proxies of the short-term high-frequency surface processes; (6) the joint application of linear and nonlinear diagnostics allows for a more comprehensive characterization of the stream flow time series.
format Articulo
Articulo
author Serinaldi, Francesco
Zunino, Luciano José
Rosso, Osvaldo Aníbal
author_facet Serinaldi, Francesco
Zunino, Luciano José
Rosso, Osvaldo Aníbal
author_sort Serinaldi, Francesco
title Complexity–entropy analysis of daily stream flow time series in the continental United States
title_short Complexity–entropy analysis of daily stream flow time series in the continental United States
title_full Complexity–entropy analysis of daily stream flow time series in the continental United States
title_fullStr Complexity–entropy analysis of daily stream flow time series in the continental United States
title_full_unstemmed Complexity–entropy analysis of daily stream flow time series in the continental United States
title_sort complexity–entropy analysis of daily stream flow time series in the continental united states
publishDate 2014
url http://sedici.unlp.edu.ar/handle/10915/146362
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AT zuninolucianojose complexityentropyanalysisofdailystreamflowtimeseriesinthecontinentalunitedstates
AT rossoosvaldoanibal complexityentropyanalysisofdailystreamflowtimeseriesinthecontinentalunitedstates
bdutipo_str Repositorios
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