Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations

Autores
Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Rosso, Osvaldo Anibal
Año de publicación
2015
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations.
Fil: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - la Plata. Centro de Investigaciones Opticas. Provincia de Buenos Aires. Gobernación. Comision de Invest.científicas. Centro de Investigaciones Opticas. Universidad Nacional de la Plata. Centro de Investigaciones Opticas; Argentina
Fil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - la Plata. Centro de Investigaciones Opticas. Provincia de Buenos Aires. Gobernación. Comision de Invest.científicas. Centro de Investigaciones Opticas. Universidad Nacional de la Plata. Centro de Investigaciones Opticas; Argentina
Fil: Rosso, Osvaldo Anibal. Instituto Tecnológico de Buenos Aires; Argentina. Universidade Federal de Alagoas; Brasil
Materia
Time Series Analysis
Entropy
Complex Systems
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/21677
Acceder
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network_name_str CONICET Digital (CONICET)
spelling Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlationsZunino, Luciano JoséOlivares Zamora, Felipe EstebanRosso, Osvaldo AnibalTime Series AnalysisEntropyComplex Systemshttps://purl.org/becyt/ford/1.3https://purl.org/becyt/ford/1The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations.Fil: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - la Plata. Centro de Investigaciones Opticas. Provincia de Buenos Aires. Gobernación. Comision de Invest.científicas. Centro de Investigaciones Opticas. Universidad Nacional de la Plata. Centro de Investigaciones Opticas; ArgentinaFil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - la Plata. Centro de Investigaciones Opticas. Provincia de Buenos Aires. Gobernación. Comision de Invest.científicas. Centro de Investigaciones Opticas. Universidad Nacional de la Plata. Centro de Investigaciones Opticas; ArgentinaFil: Rosso, Osvaldo Anibal. Instituto Tecnológico de Buenos Aires; Argentina. Universidade Federal de Alagoas; BrasilIOP Publishing2015-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/21677Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Rosso, Osvaldo Anibal; Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations; IOP Publishing; Europhysics Letters; 109; 1; 1-2015; 1-6; 100050295-5075CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/http://iopscience.iop.org/article/10.1209/0295-5075/109/10005/metainfo:eu-repo/semantics/altIdentifier/doi/10.1209/0295-5075/109/10005info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T10:32:03Zoai:ri.conicet.gov.ar:11336/21677instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 10:32:03.877CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
title Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
spellingShingle Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
Zunino, Luciano José
Time Series Analysis
Entropy
Complex Systems
title_short Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
title_full Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
title_fullStr Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
title_full_unstemmed Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
title_sort Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
dc.creator.none.fl_str_mv Zunino, Luciano José
Olivares Zamora, Felipe Esteban
Rosso, Osvaldo Anibal
author Zunino, Luciano José
author_facet Zunino, Luciano José
Olivares Zamora, Felipe Esteban
Rosso, Osvaldo Anibal
author_role author
author2 Olivares Zamora, Felipe Esteban
Rosso, Osvaldo Anibal
author2_role author
author
dc.subject.none.fl_str_mv Time Series Analysis
Entropy
Complex Systems
topic Time Series Analysis
Entropy
Complex Systems
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.3
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations.
Fil: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - la Plata. Centro de Investigaciones Opticas. Provincia de Buenos Aires. Gobernación. Comision de Invest.científicas. Centro de Investigaciones Opticas. Universidad Nacional de la Plata. Centro de Investigaciones Opticas; Argentina
Fil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - la Plata. Centro de Investigaciones Opticas. Provincia de Buenos Aires. Gobernación. Comision de Invest.científicas. Centro de Investigaciones Opticas. Universidad Nacional de la Plata. Centro de Investigaciones Opticas; Argentina
Fil: Rosso, Osvaldo Anibal. Instituto Tecnológico de Buenos Aires; Argentina. Universidade Federal de Alagoas; Brasil
description The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations.
publishDate 2015
dc.date.none.fl_str_mv 2015-01
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/21677
Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Rosso, Osvaldo Anibal; Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations; IOP Publishing; Europhysics Letters; 109; 1; 1-2015; 1-6; 10005
0295-5075
CONICET Digital
CONICET
url http://hdl.handle.net/11336/21677
identifier_str_mv Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Rosso, Osvaldo Anibal; Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations; IOP Publishing; Europhysics Letters; 109; 1; 1-2015; 1-6; 10005
0295-5075
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/http://iopscience.iop.org/article/10.1209/0295-5075/109/10005/meta
info:eu-repo/semantics/altIdentifier/doi/10.1209/0295-5075/109/10005
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv IOP Publishing
publisher.none.fl_str_mv IOP Publishing
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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score 13.070432

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