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Distinguishing noise from chaos: objective versus subjective criteria using Horizontal Visibility Graph

Machine Learning 2019-04-09 v1 Information Theory math.IT Chaotic Dynamics

Abstract

A recently proposed methodology called the Horizontal Visibility Graph (HVG) [Luque {\it et al.}, Phys. Rev. E., 80, 046103 (2009)] that constitutes a geometrical simplification of the well known Visibility Graph algorithm [Lacasa {\it et al.\/}, Proc. Natl. Sci. U.S.A. 105, 4972 (2008)], has been used to study the distinction between deterministic and stochastic components in time series [L. Lacasa and R. Toral, Phys. Rev. E., 82, 036120 (2010)]. Specifically, the authors propose that the node degree distribution of these processes follows an exponential functional of the form P(κ)exp(λ κ)P(\kappa)\sim \exp(-\lambda~\kappa), in which κ\kappa is the node degree and λ\lambda is a positive parameter able to distinguish between deterministic (chaotic) and stochastic (uncorrelated and correlated) dynamics. In this work, we investigate the characteristics of the node degree distributions constructed by using HVG, for time series corresponding to 2828 chaotic maps and 33 different stochastic processes. We thoroughly study the methodology proposed by Lacasa and Toral finding several cases for which their hypothesis is not valid. We propose a methodology that uses the HVG together with Information Theory quantifiers. An extensive and careful analysis of the node degree distributions obtained by applying HVG allow us to conclude that the Fisher-Shannon information plane is a remarkable tool able to graphically represent the different nature, deterministic or stochastic, of the systems under study.

Keywords

Cite

@article{arxiv.1401.2139,
  title  = {Distinguishing noise from chaos: objective versus subjective criteria using Horizontal Visibility Graph},
  author = {Martín Gómez Ravetti and Laura C. Carpi and Bruna Amin Gonçalves and Alejandro C. Frery and Osvaldo A. Rosso},
  journal= {arXiv preprint arXiv:1401.2139},
  year   = {2019}
}

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