Permutation-information-theory approach to unveil delay dynamics from time-series analysis

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In this paper an approach to identify delay phenomena from time series is developed. We show that it is possible to perform a reliable time delay identification by using quantifiers derived from information theory, more precisely, permutation entropy and permutation statistical complexity. These qua...

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Autores principales: Zunino, Luciano José, Soriano, M. C., Fischer, I., Rosso, O. A., Mirasso, C. R.
Formato: Articulo
Lenguaje:Inglés
Publicado: 2010
Materias:
Física
Algorithm
Series (mathematics)
Noise
Time series
Nonlinear system
Maxima and minima
Permutation (music)
Chaotic
Mathematics
Information theory
Theoretical computer science
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/126146
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-126146
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Física
Algorithm
Series (mathematics)
Noise
Time series
Nonlinear system
Maxima and minima
Permutation (music)
Chaotic
Mathematics
Information theory
Theoretical computer science
spellingShingle Física
Algorithm
Series (mathematics)
Noise
Time series
Nonlinear system
Maxima and minima
Permutation (music)
Chaotic
Mathematics
Information theory
Theoretical computer science
Zunino, Luciano José
Soriano, M. C.
Fischer, I.
Rosso, O. A.
Mirasso, C. R.
Permutation-information-theory approach to unveil delay dynamics from time-series analysis
topic_facet Física
Algorithm
Series (mathematics)
Noise
Time series
Nonlinear system
Maxima and minima
Permutation (music)
Chaotic
Mathematics
Information theory
Theoretical computer science
description In this paper an approach to identify delay phenomena from time series is developed. We show that it is possible to perform a reliable time delay identification by using quantifiers derived from information theory, more precisely, permutation entropy and permutation statistical complexity. These quantifiers show clear extrema when the embedding delay τ of the symbolic reconstruction matches the characteristic time delay τ(S) of the system. Numerical data originating from a time delay system based on the well-known Mackey-Glass equations operating in the chaotic regime were used as test beds. We show that our method is straightforward to apply and robust to additive observational and dynamical noise. Moreover, we find that the identification of the time delay is even more efficient in a noise environment. Our permutation approach is also able to recover the time delay in systems with low feedback rate or high nonlinearity.
format Articulo
Articulo
author Zunino, Luciano José
Soriano, M. C.
Fischer, I.
Rosso, O. A.
Mirasso, C. R.
author_facet Zunino, Luciano José
Soriano, M. C.
Fischer, I.
Rosso, O. A.
Mirasso, C. R.
author_sort Zunino, Luciano José
title Permutation-information-theory approach to unveil delay dynamics from time-series analysis
title_short Permutation-information-theory approach to unveil delay dynamics from time-series analysis
title_full Permutation-information-theory approach to unveil delay dynamics from time-series analysis
title_fullStr Permutation-information-theory approach to unveil delay dynamics from time-series analysis
title_full_unstemmed Permutation-information-theory approach to unveil delay dynamics from time-series analysis
title_sort permutation-information-theory approach to unveil delay dynamics from time-series analysis
publishDate 2010
url http://sedici.unlp.edu.ar/handle/10915/126146
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AT fischeri permutationinformationtheoryapproachtounveildelaydynamicsfromtimeseriesanalysis
AT rossooa permutationinformationtheoryapproachtounveildelaydynamicsfromtimeseriesanalysis
AT mirassocr permutationinformationtheoryapproachtounveildelaydynamicsfromtimeseriesanalysis
bdutipo_str Repositorios
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