Permutation-information-theory approach to unveil delay dynamics from time-series analysis
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: | , , , , |
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Formato: | Articulo |
Lenguaje: | Inglés |
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2010
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Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/126146 |
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I19-R120-10915-126146 |
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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 |
work_keys_str_mv |
AT zuninolucianojose permutationinformationtheoryapproachtounveildelaydynamicsfromtimeseriesanalysis AT sorianomc permutationinformationtheoryapproachtounveildelaydynamicsfromtimeseriesanalysis AT fischeri permutationinformationtheoryapproachtounveildelaydynamicsfromtimeseriesanalysis AT rossooa permutationinformationtheoryapproachtounveildelaydynamicsfromtimeseriesanalysis AT mirassocr permutationinformationtheoryapproachtounveildelaydynamicsfromtimeseriesanalysis |
bdutipo_str |
Repositorios |
_version_ |
1764820450143109120 |