Noisy-chaotic time series and the forbidden/missing patterns paradigm
Abstract
We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution functions associated with a time series [Bandt and Pompe, Phys. Rev. Lett. 88 (2002) 174102] and ii) the so-called Amig\'o paradigm of forbidden/missing patterns [Amig\'o, Zambrano, Sanju\'an, Europhys. Lett. 79 (2007) 50001], to analyze deterministic finite time series contaminated with strong additive noises of different correlation-degree. Insights pertaining to the deterministic component of the original time series are obtained with the help of the causal entropy-complexity plane [Rosso et al. Phys. Rev. Lett. 99 (2007) 154102].
Cite
@article{arxiv.1110.0776,
title = {Noisy-chaotic time series and the forbidden/missing patterns paradigm},
author = {Osvaldo A. Rosso and Laura C. Carpi and Patricia M. Saco and Martín Gómez Ravetti and Hilda A. Larrondo and Angelo Plastino},
journal= {arXiv preprint arXiv:1110.0776},
year = {2019}
}
Comments
submitted to Physica A (october 2011). arXiv admin note: text overlap with arXiv:1105.4550