| Issue |
EPL
Volume 109, Number 1, January 2015
|
|
|---|---|---|
| Article Number | 10005 | |
| Number of page(s) | 6 | |
| Section | General | |
| DOI | https://doi.org/10.1209/0295-5075/109/10005 | |
| Published online | 21 January 2015 | |
Permutation min-entropy: An improved quantifier for unveiling subtle temporal correlations
1 Centro de Investigaciones Ópticas (CONICET La Plata - CIC) - C.C. 3, 1897 Gonnet, Argentina
2 Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP) 1900 La Plata, Argentina
3 Departamento de Física, Facultad de Ciencias Exactas, Universidad Nacional de La Plata (UNLP) 1900 La Plata, Argentina
4 Instituto de Física, Universidade Federal de Alagoas - Maceió, Alagoas, Brazil
5 Instituto Tecnológico de Buenos Aires (ITBA) - Ciudad Autónoma de Buenos Aires, Argentina
Received: 31 October 2014
Accepted: 17 December 2014
The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support this hypothesis. On the other hand, the analysis of several computer-generated and experimentally observed time series illustrate that the proposed symbolic quantifier is a versatile and practical tool for identifying the presence of subtle temporal structures in complex dynamical systems. Comparisons against the results obtained with other tools confirm its usefulness as an alternative and/or complementary measure of temporal correlations.
PACS: 05.45.Tp – Time series analysis / 89.70.Cf – Entropy and other measures of information / 89.75.-k – Complex systems
© EPLA, 2015
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