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arXiv · 1110.0776

Noisy-chaotic time series and the forbidden/missing patterns paradigm

Osvaldo A. Rosso·Laura C. Carpi·Patricia M. Saco·Martín Gómez Ravetti·Hilda A. Larrondo·Angelo Plastino
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Abstract

We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution functions associated with a time series [Bandt and Pompe, Phys. Rev. Lett. 88 (2002) 174102] and ii) the so-called Amig\'o paradigm of forbidden/missing patterns [Amig\'o, Zambrano, Sanju\'an, Europhys. Lett. 79 (2007) 50001], to analyze deterministic finite time series contaminated with strong additive noises of different correlation-degree. Insights pertaining to the deterministic component of the original time series are obtained with the help of the causal entropy-complexity plane [Rosso et al. Phys. Rev. Lett. 99 (2007) 154102].

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Osvaldo A. Rosso, Laura C. Carpi, Patricia M. Saco, Martín Gómez Ravetti, Hilda A. Larrondo, Angelo Plastino. 2011-10-04. Noisy-chaotic time series and the forbidden/missing patterns paradigm. https://doi.org/10.1140/epjb/e2012-30307-8

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