Mixing Bandt-Pompe and Lempel-Ziv approaches: another way to analyze the complexity of continuous-states sequences

In this paper, we propose to mix the approach underlying Bandt-Pompe permutation entropy with Lempel-Ziv complexity, to design what we call Lempel-Ziv permutation complexity. The principle consists of two steps: (i) transformation of a continuous-state series that is intrinsically multivariate or ar...

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Detalles Bibliográficos
Autores principales: Zozor, Steeve, Mateos, Diego M., Lamberti, P. W.
Formato: Articulo Preprint
Lenguaje:Inglés
Publicado: 2014
Materias:
Física
Lempel–Ziv permutation complexity
permutation vectors
quantization
continuous-state data analysis
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/132354
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata
id I19-R120-10915-132354
record_format dspace
institution Universidad Nacional de La Plata
institution_str I-19
repository_str R-120
collection SEDICI (UNLP)
language Inglés
topic Física
Lempel–Ziv permutation complexity
permutation vectors
quantization
continuous-state data analysis
spellingShingle Física
Lempel–Ziv permutation complexity
permutation vectors
quantization
continuous-state data analysis
Zozor, Steeve
Mateos, Diego M.
Lamberti, P. W.
Mixing Bandt-Pompe and Lempel-Ziv approaches: another way to analyze the complexity of continuous-states sequences
topic_facet Física
Lempel–Ziv permutation complexity
permutation vectors
quantization
continuous-state data analysis
description In this paper, we propose to mix the approach underlying Bandt-Pompe permutation entropy with Lempel-Ziv complexity, to design what we call Lempel-Ziv permutation complexity. The principle consists of two steps: (i) transformation of a continuous-state series that is intrinsically multivariate or arises from embedding into a sequence of permutation vectors, where the components are the positions of the components of the initial vector when re-arranged; (ii) performing the Lempel-Ziv complexity for this series of `symbols', as part of a discrete finite-size alphabet. On the one hand, the permutation entropy of Bandt-Pompe aims at the study of the entropy of such a sequence; i.e., the entropy of patterns in a sequence (e.g., local increases or decreases). On the other hand, the Lempel-Ziv complexity of a discrete-state sequence aims at the study of the temporal organization of the symbols (i.e., the rate of compressibility of the sequence). Thus, the Lempel-Ziv permutation complexity aims to take advantage of both of these methods. The potential from such a combined approach - of a permutation procedure and a complexity analysis - is evaluated through the illustration of some simulated data and some real data. In both cases, we compare the individual approaches and the combined approach.
format Articulo
Preprint
author Zozor, Steeve
Mateos, Diego M.
Lamberti, P. W.
author_facet Zozor, Steeve
Mateos, Diego M.
Lamberti, P. W.
author_sort Zozor, Steeve
title Mixing Bandt-Pompe and Lempel-Ziv approaches: another way to analyze the complexity of continuous-states sequences
title_short Mixing Bandt-Pompe and Lempel-Ziv approaches: another way to analyze the complexity of continuous-states sequences
title_full Mixing Bandt-Pompe and Lempel-Ziv approaches: another way to analyze the complexity of continuous-states sequences
title_fullStr Mixing Bandt-Pompe and Lempel-Ziv approaches: another way to analyze the complexity of continuous-states sequences
title_full_unstemmed Mixing Bandt-Pompe and Lempel-Ziv approaches: another way to analyze the complexity of continuous-states sequences
title_sort mixing bandt-pompe and lempel-ziv approaches: another way to analyze the complexity of continuous-states sequences
publishDate 2014
url http://sedici.unlp.edu.ar/handle/10915/132354
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