Artículo

Olivares, F.; Plastino, A.; Rosso, O.A. "Ambiguities in Bandt-Pompes methodology for local entropic quantifiers" (2012) Physica A: Statistical Mechanics and its Applications. 391(8):2518-2526
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Abstract:

The BandtPompe (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 time-series 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 FisherShannon information plane as a tool to resolve the ambiguity and give illustrative examples. © 2011 Elsevier B.V. All rights reserved.

Registro:

Documento: Artículo
Título:Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
Autor:Olivares, F.; Plastino, A.; Rosso, O.A.
Filiación:Departamento de Física, Facultad de Ciencias Exactas, Universidad Nacional de la Plata (UNLP), C.C. 67, 1900 La Plata, Argentina
Instituto de Física, Facultad de Ciencias Exactas, Universidad Nacional de la Plata (UNLP), C.C. 727, 1900 La Plata, Argentina
Departamento de Física, Instituto de Ciências Exatas, Universidade Federal de Minas Gerais (UFMG), Av. Antônio Carlos, 6627, 31270-901 Belo Horizonte MG, Brazil
Chaos and Biology Group, Instituto de Cálculo, Universidad de Buenos Aires (UBA), Pabellón II, 1428 Ciudad de Buenos Aires, Argentina
CONICET, Argentina
Palabras clave:BandtPompe probability distribution; Fisher information measure; Nonlinear time series analysis; Shannon entropy; Complexity measures; Fisher information measures; Illustrative examples; Nonlinear time series analysis; Ordinal pattern; Permutation entropy; Probability densities; Shannon entropy; Fisher information matrix; Nonlinear dynamical systems; Probability density function; Probability distributions; Time series analysis
Año:2012
Volumen:391
Número:8
Página de inicio:2518
Página de fin:2526
DOI: http://dx.doi.org/10.1016/j.physa.2011.12.033
Título revista:Physica A: Statistical Mechanics and its Applications
Título revista abreviado:Phys A Stat Mech Appl
ISSN:03784371
CODEN:PHYAD
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03784371_v391_n8_p2518_Olivares

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Citas:

---------- APA ----------
Olivares, F., Plastino, A. & Rosso, O.A. (2012) . Ambiguities in Bandt-Pompes methodology for local entropic quantifiers. Physica A: Statistical Mechanics and its Applications, 391(8), 2518-2526.
http://dx.doi.org/10.1016/j.physa.2011.12.033
---------- CHICAGO ----------
Olivares, F., Plastino, A., Rosso, O.A. "Ambiguities in Bandt-Pompes methodology for local entropic quantifiers" . Physica A: Statistical Mechanics and its Applications 391, no. 8 (2012) : 2518-2526.
http://dx.doi.org/10.1016/j.physa.2011.12.033
---------- MLA ----------
Olivares, F., Plastino, A., Rosso, O.A. "Ambiguities in Bandt-Pompes methodology for local entropic quantifiers" . Physica A: Statistical Mechanics and its Applications, vol. 391, no. 8, 2012, pp. 2518-2526.
http://dx.doi.org/10.1016/j.physa.2011.12.033
---------- VANCOUVER ----------
Olivares, F., Plastino, A., Rosso, O.A. Ambiguities in Bandt-Pompes methodology for local entropic quantifiers. Phys A Stat Mech Appl. 2012;391(8):2518-2526.
http://dx.doi.org/10.1016/j.physa.2011.12.033