Distinguishing noise from chaos
Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent proba...
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| Formato: | JOUR |
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| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_00319007_v99_n15_p_Rosso |
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todo:paper_00319007_v99_n15_p_Rosso2023-10-03T14:43:19Z Distinguishing noise from chaos Rosso, O.A. Larrondo, H.A. Martin, M.T. Plastino, A. Fuentes, M.A. Chaotic systems Computational complexity Entropy Random processes Time series analysis Bandt-Pompe recipe Chaotic nature Complexity-entropy causality plane Pertinent probability distribution Acoustic noise Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent probability distribution, namely, the entropy of the system and an appropriate statistical complexity measure, respectively. These two functionals are evaluated using the Bandt-Pompe recipe to assign a probability distribution function to the time series generated by the system. Several well-known model-generated time series, usually regarded as being of either stochastic or chaotic nature, are analyzed so as to illustrate the approach. The main achievement of this communication is the possibility of clearly distinguishing between them in our representation space, something that is rather difficult otherwise. © 2007 The American Physical Society. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_00319007_v99_n15_p_Rosso |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
| collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Chaotic systems Computational complexity Entropy Random processes Time series analysis Bandt-Pompe recipe Chaotic nature Complexity-entropy causality plane Pertinent probability distribution Acoustic noise |
| spellingShingle |
Chaotic systems Computational complexity Entropy Random processes Time series analysis Bandt-Pompe recipe Chaotic nature Complexity-entropy causality plane Pertinent probability distribution Acoustic noise Rosso, O.A. Larrondo, H.A. Martin, M.T. Plastino, A. Fuentes, M.A. Distinguishing noise from chaos |
| topic_facet |
Chaotic systems Computational complexity Entropy Random processes Time series analysis Bandt-Pompe recipe Chaotic nature Complexity-entropy causality plane Pertinent probability distribution Acoustic noise |
| description |
Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent probability distribution, namely, the entropy of the system and an appropriate statistical complexity measure, respectively. These two functionals are evaluated using the Bandt-Pompe recipe to assign a probability distribution function to the time series generated by the system. Several well-known model-generated time series, usually regarded as being of either stochastic or chaotic nature, are analyzed so as to illustrate the approach. The main achievement of this communication is the possibility of clearly distinguishing between them in our representation space, something that is rather difficult otherwise. © 2007 The American Physical Society. |
| format |
JOUR |
| author |
Rosso, O.A. Larrondo, H.A. Martin, M.T. Plastino, A. Fuentes, M.A. |
| author_facet |
Rosso, O.A. Larrondo, H.A. Martin, M.T. Plastino, A. Fuentes, M.A. |
| author_sort |
Rosso, O.A. |
| title |
Distinguishing noise from chaos |
| title_short |
Distinguishing noise from chaos |
| title_full |
Distinguishing noise from chaos |
| title_fullStr |
Distinguishing noise from chaos |
| title_full_unstemmed |
Distinguishing noise from chaos |
| title_sort |
distinguishing noise from chaos |
| url |
http://hdl.handle.net/20.500.12110/paper_00319007_v99_n15_p_Rosso |
| work_keys_str_mv |
AT rossooa distinguishingnoisefromchaos AT larrondoha distinguishingnoisefromchaos AT martinmt distinguishingnoisefromchaos AT plastinoa distinguishingnoisefromchaos AT fuentesma distinguishingnoisefromchaos |
| _version_ |
1782025020603629568 |