Ambiguities in Bandt-Pompes methodology for local entropic quantifiers

Autores
Olivares Zamora, Felipe Esteban; Plastino, Ángel Luis; Rosso, Osvaldo Anibal
Año de publicación
2012
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
The Bandt-Pompe (BP) prescription for building up probability densities [C. Bandt, B. Pompe, Permutation entropy: a natural complexity measure for time series, Phys. Rev. Lett. 88 (2002) 174102] constituted a significant advance in the treatment of time-series. However, as we show here, ambiguities arise in applying the BP technique with reference to the permutation of ordinal patterns. This happens if one wishes to employ the BP-probability density to construct local entropic quantifiers that would characterize timeseries generated by nonlinear dynamical systems. Explicit evidence of this fact is presented by comparing two different procedures, frequently found in the literature, that generate sequences of ordinal patterns. In opposition to the case of global quantifiers in the orthodox Shannon fashion, the proper order of the pertinent symbols turns out to be not uniquely predetermined for local entropic indicators. We advance the idea of employing the Fisher-Shannon information plane as a tool to resolve the ambiguity and give illustrative examples.
Fil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Física; Argentina
Fil: Plastino, Ángel Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto de Física La Plata. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Instituto de Física La Plata; Argentina
Fil: Rosso, Osvaldo Anibal. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Universidade Federal de Minas Gerais; Brasil. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Materia
BANDTPOMPE PROBABILITY DISTRIBUTION
FISHER INFORMATION MEASURE
NONLINEAR TIME SERIES ANALYSIS
SHANNON ENTROPY
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:11336/196601
Acceder
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repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling Ambiguities in Bandt-Pompes methodology for local entropic quantifiersOlivares Zamora, Felipe EstebanPlastino, Ángel LuisRosso, Osvaldo AnibalBANDTPOMPE PROBABILITY DISTRIBUTIONFISHER INFORMATION MEASURENONLINEAR TIME SERIES ANALYSISSHANNON ENTROPYhttps://purl.org/becyt/ford/1.3https://purl.org/becyt/ford/1The Bandt-Pompe (BP) prescription for building up probability densities [C. Bandt, B. Pompe, Permutation entropy: a natural complexity measure for time series, Phys. Rev. Lett. 88 (2002) 174102] constituted a significant advance in the treatment of time-series. However, as we show here, ambiguities arise in applying the BP technique with reference to the permutation of ordinal patterns. This happens if one wishes to employ the BP-probability density to construct local entropic quantifiers that would characterize timeseries generated by nonlinear dynamical systems. Explicit evidence of this fact is presented by comparing two different procedures, frequently found in the literature, that generate sequences of ordinal patterns. In opposition to the case of global quantifiers in the orthodox Shannon fashion, the proper order of the pertinent symbols turns out to be not uniquely predetermined for local entropic indicators. We advance the idea of employing the Fisher-Shannon information plane as a tool to resolve the ambiguity and give illustrative examples.Fil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Física; ArgentinaFil: Plastino, Ángel Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto de Física La Plata. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Instituto de Física La Plata; ArgentinaFil: Rosso, Osvaldo Anibal. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Universidade Federal de Minas Gerais; Brasil. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaElsevier Science2012-04info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/196601Olivares Zamora, Felipe Esteban; Plastino, Ángel Luis; Rosso, Osvaldo Anibal; Ambiguities in Bandt-Pompes methodology for local entropic quantifiers; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 391; 8; 4-2012; 2518-25260378-4371CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0378437111009691info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physa.2011.12.033info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:34:37Zoai:ri.conicet.gov.ar:11336/196601instacron: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 09:34:37.289CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
title Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
spellingShingle Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
Olivares Zamora, Felipe Esteban
BANDTPOMPE PROBABILITY DISTRIBUTION
FISHER INFORMATION MEASURE
NONLINEAR TIME SERIES ANALYSIS
SHANNON ENTROPY
title_short Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
title_full Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
title_fullStr Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
title_full_unstemmed Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
title_sort Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
dc.creator.none.fl_str_mv Olivares Zamora, Felipe Esteban
Plastino, Ángel Luis
Rosso, Osvaldo Anibal
author Olivares Zamora, Felipe Esteban
author_facet Olivares Zamora, Felipe Esteban
Plastino, Ángel Luis
Rosso, Osvaldo Anibal
author_role author
author2 Plastino, Ángel Luis
Rosso, Osvaldo Anibal
author2_role author
author
dc.subject.none.fl_str_mv BANDTPOMPE PROBABILITY DISTRIBUTION
FISHER INFORMATION MEASURE
NONLINEAR TIME SERIES ANALYSIS
SHANNON ENTROPY
topic BANDTPOMPE PROBABILITY DISTRIBUTION
FISHER INFORMATION MEASURE
NONLINEAR TIME SERIES ANALYSIS
SHANNON ENTROPY
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 Bandt-Pompe (BP) prescription for building up probability densities [C. Bandt, B. Pompe, Permutation entropy: a natural complexity measure for time series, Phys. Rev. Lett. 88 (2002) 174102] constituted a significant advance in the treatment of time-series. However, as we show here, ambiguities arise in applying the BP technique with reference to the permutation of ordinal patterns. This happens if one wishes to employ the BP-probability density to construct local entropic quantifiers that would characterize timeseries generated by nonlinear dynamical systems. Explicit evidence of this fact is presented by comparing two different procedures, frequently found in the literature, that generate sequences of ordinal patterns. In opposition to the case of global quantifiers in the orthodox Shannon fashion, the proper order of the pertinent symbols turns out to be not uniquely predetermined for local entropic indicators. We advance the idea of employing the Fisher-Shannon information plane as a tool to resolve the ambiguity and give illustrative examples.
Fil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Física; Argentina
Fil: Plastino, Ángel Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto de Física La Plata. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Instituto de Física La Plata; Argentina
Fil: Rosso, Osvaldo Anibal. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Universidade Federal de Minas Gerais; Brasil. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
description The Bandt-Pompe (BP) prescription for building up probability densities [C. Bandt, B. Pompe, Permutation entropy: a natural complexity measure for time series, Phys. Rev. Lett. 88 (2002) 174102] constituted a significant advance in the treatment of time-series. However, as we show here, ambiguities arise in applying the BP technique with reference to the permutation of ordinal patterns. This happens if one wishes to employ the BP-probability density to construct local entropic quantifiers that would characterize timeseries generated by nonlinear dynamical systems. Explicit evidence of this fact is presented by comparing two different procedures, frequently found in the literature, that generate sequences of ordinal patterns. In opposition to the case of global quantifiers in the orthodox Shannon fashion, the proper order of the pertinent symbols turns out to be not uniquely predetermined for local entropic indicators. We advance the idea of employing the Fisher-Shannon information plane as a tool to resolve the ambiguity and give illustrative examples.
publishDate 2012
dc.date.none.fl_str_mv 2012-04
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/11336/196601
Olivares Zamora, Felipe Esteban; Plastino, Ángel Luis; Rosso, Osvaldo Anibal; Ambiguities in Bandt-Pompes methodology for local entropic quantifiers; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 391; 8; 4-2012; 2518-2526
0378-4371
CONICET Digital
CONICET
url http://hdl.handle.net/11336/196601
identifier_str_mv Olivares Zamora, Felipe Esteban; Plastino, Ángel Luis; Rosso, Osvaldo Anibal; Ambiguities in Bandt-Pompes methodology for local entropic quantifiers; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 391; 8; 4-2012; 2518-2526
0378-4371
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
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info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physa.2011.12.033
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
application/pdf
application/pdf
dc.publisher.none.fl_str_mv Elsevier Science
publisher.none.fl_str_mv Elsevier 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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score 13.070432

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