Articulo
Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach
Registro en:
issn:1539-3755
issn:1550-2376
Autor
Rosso, O. A.
Zunino, Luciano José
Pérez, Darío G.
Figliola, Alejandra
Larrondo, Hilda A.
Garavaglia, Mario José
Martín, María Teresa
Plastino, Ángel Luis
Institución
Resumen
By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martin-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. Centro de Investigaciones Ópticas Instituto de Física La Plata Facultad de Ingeniería