Distinguishing noise from chaos
Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent proba...
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2007
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Acceso en línea: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00319007_v99_n15_p_Rosso http://hdl.handle.net/20.500.12110/paper_00319007_v99_n15_p_Rosso |
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paper:paper_00319007_v99_n15_p_Rosso2023-06-08T14:58:46Z Distinguishing noise from chaos Chaotic systems Computational complexity Entropy Random processes Time series analysis Bandt-Pompe recipe Chaotic nature Complexity-entropy causality plane Pertinent probability distribution Acoustic noise Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent probability distribution, namely, the entropy of the system and an appropriate statistical complexity measure, respectively. These two functionals are evaluated using the Bandt-Pompe recipe to assign a probability distribution function to the time series generated by the system. Several well-known model-generated time series, usually regarded as being of either stochastic or chaotic nature, are analyzed so as to illustrate the approach. The main achievement of this communication is the possibility of clearly distinguishing between them in our representation space, something that is rather difficult otherwise. © 2007 The American Physical Society. 2007 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00319007_v99_n15_p_Rosso http://hdl.handle.net/20.500.12110/paper_00319007_v99_n15_p_Rosso |
institution |
Universidad de Buenos Aires |
institution_str |
I-28 |
repository_str |
R-134 |
collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
topic |
Chaotic systems Computational complexity Entropy Random processes Time series analysis Bandt-Pompe recipe Chaotic nature Complexity-entropy causality plane Pertinent probability distribution Acoustic noise |
spellingShingle |
Chaotic systems Computational complexity Entropy Random processes Time series analysis Bandt-Pompe recipe Chaotic nature Complexity-entropy causality plane Pertinent probability distribution Acoustic noise Distinguishing noise from chaos |
topic_facet |
Chaotic systems Computational complexity Entropy Random processes Time series analysis Bandt-Pompe recipe Chaotic nature Complexity-entropy causality plane Pertinent probability distribution Acoustic noise |
description |
Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent probability distribution, namely, the entropy of the system and an appropriate statistical complexity measure, respectively. These two functionals are evaluated using the Bandt-Pompe recipe to assign a probability distribution function to the time series generated by the system. Several well-known model-generated time series, usually regarded as being of either stochastic or chaotic nature, are analyzed so as to illustrate the approach. The main achievement of this communication is the possibility of clearly distinguishing between them in our representation space, something that is rather difficult otherwise. © 2007 The American Physical Society. |
title |
Distinguishing noise from chaos |
title_short |
Distinguishing noise from chaos |
title_full |
Distinguishing noise from chaos |
title_fullStr |
Distinguishing noise from chaos |
title_full_unstemmed |
Distinguishing noise from chaos |
title_sort |
distinguishing noise from chaos |
publishDate |
2007 |
url |
https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00319007_v99_n15_p_Rosso http://hdl.handle.net/20.500.12110/paper_00319007_v99_n15_p_Rosso |
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1768541789043556352 |