Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph

Autores
Gómez Ravetti, Martín; Carpi, Laura C.; Gonçalves, Bruna Amin; Frery, Alejandro César; Rosso, Osvaldo Aníbal
Año de publicación
2014
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
A recently proposed methodology called the Horizontal Visibility Graph (HVG) [Luque et al., Phys. Rev. E., 80, 046103 (2009)] that constitutes a geometrical simplification of the well known Visibility Graph algorithm [Lacasa et al., Proc. Natl. Sci. U.S.A. 105, 4972 (2008)], has been used to study the distinction between deterministic and stochastic components in time series [L. Lacasa and R. Toral, Phys. Rev. E., 82, 036120 (2010)]. Specifically, the authors propose that the node degree distribution of these processes follows an exponential functional of the form P(κ)~exp(–λk), in which κ is the node degree and λ is a positive parameter able to distinguish between deterministic (chaotic) and stochastic (uncorrelated and correlated) dynamics. In this work, we investigate the characteristics of the node degree distributions constructed by using HVG, for time series corresponding to 28 chaotic maps, 2 chaotic flows and 3 different stochastic processes. We thoroughly study the methodology proposed by Lacasa and Toral finding several cases for which their hypothesis is not valid. We propose a methodology that uses the HVG together with Information Theory quantifiers. An extensive and careful analysis of the node degree distributions obtained by applying HVG allow us to conclude that the Fisher-Shannon information plane is a remarkable tool able to graphically represent the different nature, deterministic or stochastic, of the systems under study.
Fil: Gómez Ravetti, Martín. Universidade Federal do Minas Gerais; Brasil. Universidad de Barcelona; España
Fil: Carpi, Laura C.. Universidade Federal de Alagoas; Brasil
Fil: Gonçalves, Bruna Amin. Universidade Federal do Minas Gerais; Brasil
Fil: Frery, Alejandro César. Universidade Federal de Alagoas; Brasil
Fil: Rosso, Osvaldo Aníbal. Universidade Federal de Alagoas; Brasil. Instituto Tecnológico de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Materia
Horizontal Visibility Graph
Information Theory
Chaos
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/34613

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network_name_str CONICET Digital (CONICET)
spelling Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility GraphGómez Ravetti, MartínCarpi, Laura C.Gonçalves, Bruna AminFrery, Alejandro CésarRosso, Osvaldo AníbalHorizontal Visibility GraphInformation TheoryChaoshttps://purl.org/becyt/ford/1.3https://purl.org/becyt/ford/1A recently proposed methodology called the Horizontal Visibility Graph (HVG) [Luque et al., Phys. Rev. E., 80, 046103 (2009)] that constitutes a geometrical simplification of the well known Visibility Graph algorithm [Lacasa et al., Proc. Natl. Sci. U.S.A. 105, 4972 (2008)], has been used to study the distinction between deterministic and stochastic components in time series [L. Lacasa and R. Toral, Phys. Rev. E., 82, 036120 (2010)]. Specifically, the authors propose that the node degree distribution of these processes follows an exponential functional of the form P(κ)~exp(–λk), in which κ is the node degree and λ is a positive parameter able to distinguish between deterministic (chaotic) and stochastic (uncorrelated and correlated) dynamics. In this work, we investigate the characteristics of the node degree distributions constructed by using HVG, for time series corresponding to 28 chaotic maps, 2 chaotic flows and 3 different stochastic processes. We thoroughly study the methodology proposed by Lacasa and Toral finding several cases for which their hypothesis is not valid. We propose a methodology that uses the HVG together with Information Theory quantifiers. An extensive and careful analysis of the node degree distributions obtained by applying HVG allow us to conclude that the Fisher-Shannon information plane is a remarkable tool able to graphically represent the different nature, deterministic or stochastic, of the systems under study.Fil: Gómez Ravetti, Martín. Universidade Federal do Minas Gerais; Brasil. Universidad de Barcelona; EspañaFil: Carpi, Laura C.. Universidade Federal de Alagoas; BrasilFil: Gonçalves, Bruna Amin. Universidade Federal do Minas Gerais; BrasilFil: Frery, Alejandro César. Universidade Federal de Alagoas; BrasilFil: Rosso, Osvaldo Aníbal. Universidade Federal de Alagoas; Brasil. Instituto Tecnológico de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaPublic Library of Science2014-09info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/34613Gómez Ravetti, Martín; Carpi, Laura C.; Gonçalves, Bruna Amin; Frery, Alejandro César; Rosso, Osvaldo Aníbal; Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph; Public Library of Science; Plos One; 9; 9; 9-2014; 1-37; e1080041932-6203CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/doi/10.1371/journal.pone.0108004info:eu-repo/semantics/altIdentifier/url/http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0108004info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T10:30:09Zoai:ri.conicet.gov.ar:11336/34613instacron: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 10:30:09.642CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph
title Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph
spellingShingle Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph
Gómez Ravetti, Martín
Horizontal Visibility Graph
Information Theory
Chaos
title_short Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph
title_full Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph
title_fullStr Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph
title_full_unstemmed Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph
title_sort Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph
dc.creator.none.fl_str_mv Gómez Ravetti, Martín
Carpi, Laura C.
Gonçalves, Bruna Amin
Frery, Alejandro César
Rosso, Osvaldo Aníbal
author Gómez Ravetti, Martín
author_facet Gómez Ravetti, Martín
Carpi, Laura C.
Gonçalves, Bruna Amin
Frery, Alejandro César
Rosso, Osvaldo Aníbal
author_role author
author2 Carpi, Laura C.
Gonçalves, Bruna Amin
Frery, Alejandro César
Rosso, Osvaldo Aníbal
author2_role author
author
author
author
dc.subject.none.fl_str_mv Horizontal Visibility Graph
Information Theory
Chaos
topic Horizontal Visibility Graph
Information Theory
Chaos
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.3
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv A recently proposed methodology called the Horizontal Visibility Graph (HVG) [Luque et al., Phys. Rev. E., 80, 046103 (2009)] that constitutes a geometrical simplification of the well known Visibility Graph algorithm [Lacasa et al., Proc. Natl. Sci. U.S.A. 105, 4972 (2008)], has been used to study the distinction between deterministic and stochastic components in time series [L. Lacasa and R. Toral, Phys. Rev. E., 82, 036120 (2010)]. Specifically, the authors propose that the node degree distribution of these processes follows an exponential functional of the form P(κ)~exp(–λk), in which κ is the node degree and λ is a positive parameter able to distinguish between deterministic (chaotic) and stochastic (uncorrelated and correlated) dynamics. In this work, we investigate the characteristics of the node degree distributions constructed by using HVG, for time series corresponding to 28 chaotic maps, 2 chaotic flows and 3 different stochastic processes. We thoroughly study the methodology proposed by Lacasa and Toral finding several cases for which their hypothesis is not valid. We propose a methodology that uses the HVG together with Information Theory quantifiers. An extensive and careful analysis of the node degree distributions obtained by applying HVG allow us to conclude that the Fisher-Shannon information plane is a remarkable tool able to graphically represent the different nature, deterministic or stochastic, of the systems under study.
Fil: Gómez Ravetti, Martín. Universidade Federal do Minas Gerais; Brasil. Universidad de Barcelona; España
Fil: Carpi, Laura C.. Universidade Federal de Alagoas; Brasil
Fil: Gonçalves, Bruna Amin. Universidade Federal do Minas Gerais; Brasil
Fil: Frery, Alejandro César. Universidade Federal de Alagoas; Brasil
Fil: Rosso, Osvaldo Aníbal. Universidade Federal de Alagoas; Brasil. Instituto Tecnológico de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
description A recently proposed methodology called the Horizontal Visibility Graph (HVG) [Luque et al., Phys. Rev. E., 80, 046103 (2009)] that constitutes a geometrical simplification of the well known Visibility Graph algorithm [Lacasa et al., Proc. Natl. Sci. U.S.A. 105, 4972 (2008)], has been used to study the distinction between deterministic and stochastic components in time series [L. Lacasa and R. Toral, Phys. Rev. E., 82, 036120 (2010)]. Specifically, the authors propose that the node degree distribution of these processes follows an exponential functional of the form P(κ)~exp(–λk), in which κ is the node degree and λ is a positive parameter able to distinguish between deterministic (chaotic) and stochastic (uncorrelated and correlated) dynamics. In this work, we investigate the characteristics of the node degree distributions constructed by using HVG, for time series corresponding to 28 chaotic maps, 2 chaotic flows and 3 different stochastic processes. We thoroughly study the methodology proposed by Lacasa and Toral finding several cases for which their hypothesis is not valid. We propose a methodology that uses the HVG together with Information Theory quantifiers. An extensive and careful analysis of the node degree distributions obtained by applying HVG allow us to conclude that the Fisher-Shannon information plane is a remarkable tool able to graphically represent the different nature, deterministic or stochastic, of the systems under study.
publishDate 2014
dc.date.none.fl_str_mv 2014-09
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/11336/34613
Gómez Ravetti, Martín; Carpi, Laura C.; Gonçalves, Bruna Amin; Frery, Alejandro César; Rosso, Osvaldo Aníbal; Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph; Public Library of Science; Plos One; 9; 9; 9-2014; 1-37; e108004
1932-6203
CONICET Digital
CONICET
url http://hdl.handle.net/11336/34613
identifier_str_mv Gómez Ravetti, Martín; Carpi, Laura C.; Gonçalves, Bruna Amin; Frery, Alejandro César; Rosso, Osvaldo Aníbal; Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph; Public Library of Science; Plos One; 9; 9; 9-2014; 1-37; e108004
1932-6203
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/doi/10.1371/journal.pone.0108004
info:eu-repo/semantics/altIdentifier/url/http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0108004
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Public Library of Science
publisher.none.fl_str_mv Public Library of Science
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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