
arXiv: 1105.4550
handle: 11336/105235 , 1959.13/1313125
We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative weights in a given time series. Two different tools have been advanced in the literature to such effect, namely, i) the "causal" entropy-complexity plane [Rosso et al. Phys. Rev. Lett. 99 (2007) 154102] and ii) the estimation of the decay rate of missing ordinal patterns [Amigó et al. Europhys. Lett. 79 (2007) 50001, and Carpi et al. Physica A 389 (2010) 2020-2029]. In this work we extend the use of these techniques to address the analysis of deterministic finite time series contaminated with additive noises of different degree of correlation. The chaotic series studied here was via the logistic map (r = 4) to which we added correlated noise (colored noise with f-k Power Spectrum, 0 {\leq} k {\leq} 2) of varying amplitudes. In such a fashion important insights pertaining to the deterministic component of the original time series can be gained. We find that in the entropy-complexity plane this goal can be achieved without additional computations.
submitted to Physica A
noise, 330, Statistical Mechanics (cond-mat.stat-mech), chaos, missing ordinal patterns, FOS: Physical sciences, entropy–complexity, Entropy complexity, time series analysis, Missing Ordinal Patterns, Physics - Data Analysis, Statistics and Probability, https://purl.org/becyt/ford/1.3, Chaos, Time Series Analysis, Noise, https://purl.org/becyt/ford/1, Condensed Matter - Statistical Mechanics, Data Analysis, Statistics and Probability (physics.data-an)
noise, 330, Statistical Mechanics (cond-mat.stat-mech), chaos, missing ordinal patterns, FOS: Physical sciences, entropy–complexity, Entropy complexity, time series analysis, Missing Ordinal Patterns, Physics - Data Analysis, Statistics and Probability, https://purl.org/becyt/ford/1.3, Chaos, Time Series Analysis, Noise, https://purl.org/becyt/ford/1, Condensed Matter - Statistical Mechanics, Data Analysis, Statistics and Probability (physics.data-an)
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