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

Title: The Amigó paradigm of forbidden/missing patterns: a detailed analysis
Creator: Rosso, O. A.; Carpi, L. C.; Saco, P. M.; Ravetti, M. G.; Larrondo, H. A.; Plastino, A.
Relation: European Physical Journal B: Condensed Matter and Complex Systems Vol. 85, Issue 12, p. 1-12
Publisher Link: http://dx.doi.org/10.1140/epjb/e2012-30307-8
Publisher: Springer
Resource Type: journal article
Date: 2012
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 Amigó paradigm of forbidden/missing patterns [J.M. Amigó 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)].
Subject: statistical and nonlinear physics
Identifier: http://hdl.handle.net/1959.13/1301381
Identifier: uon:20275
Identifier: ISSN:1434-6028
Language: eng
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