Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach

O. A. Rosso, L. Zunino, D. G. Pérez, A. Figliola, H. A. Larrondo, M. Garavaglia, M. T. Martín, and A. Plastino

Phys. Rev. E 76, 061114 – Published 12 December 2007

Abstract

By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martín-Plastino-Rosso intensive statistical complexity measure), we revisit the characterization of Gaussian self-similar stochastic processes from a Bandt-Pompe viewpoint. We show that the ensuing approach exhibits considerable advantages with respect to other treatments. In particular, clear quantifiers gaps are found in the transition between the continuous processes and their associated noises.

Received 9 August 2007

DOI:https://doi.org/10.1103/PhysRevE.76.061114

Authors & Affiliations

O. A. Rosso^*

Chaos & Biology Group, Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires (UBA), Pabellón II, Ciudad Universitaria, 1428 Ciudad de Buenos Aires, Argentina and Centre for Bioinformatics, Biomarker Discovery and Information-Based Medicine, School of Electrical Engineering and Computer Science, The University of Newcastle, University Drive, Callaghan NSW 2308, Australia

L. Zunino^†

Centro de Investigaciones Ópticas, C.C. 124 Correo Central, 1900 La Plata, Argentina and Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP), 1900 La Plata, Argentina

D. G. Pérez^‡

Instituto de Física, Pontificia Universidad Católica de Valparaíso (PUCV), 23-40025 Valparaíso, Chile

A. Figliola^§

Chaos & Biology Group, Instituto de Desarrollo Humano, Universidad Nacional de General Sarmiento, Campus Universitario, Modulo 5, Juan Maria Gutierrez 1150, Los Polvorines, Pcia. de Buenos Aires, Argentina

H. A. Larrondo^∥

Facultad de Ingeniería, Universidad Nacional de Mar del Plata, Juan B. Justo 4302, 7600 Mar del Plata, Argentina

M. Garavaglia^¶

Centro de Investigaciones Ópticas, C.C. 124 Correo Central, 1900 La Plata, Argentina and Departamento de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata (UNLP)

M. T. Martín^** and A. Plastino^††

Instituto de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata (UNLP), C.C. 727, 1900 La Plata, Argentina and Argentina’s National Research Council (CONICET)

^*oarosso@fibertel.com.ar
^†lucianoz@ciop.unlp.edu.ar
^‡dario.perez@ucv.cl
^§afigliol@ungs.edu.ar
^∥larrondo@fi.mdp.edu.ar
^¶garavagliam@ciop.unlp.edu.ar
^**mtmartin@fisica.unlp.edu.ar
^††plastino@fisica.unlp.edu.ar

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Vol. 76, Iss. 6 — December 2007

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