info:eu-repo/semantics/article
Ambiguities in Bandt-Pompes methodology for local entropic quantifiers
Registro en:
Olivares Zamora, Felipe Esteban; Plastino, Ángel Luis; Rosso, Osvaldo Anibal; Ambiguities in Bandt-Pompes methodology for local entropic quantifiers; Elsevier Science; Physica A: Statistical Mechanics and its Applications; 391; 8; 4-2012; 2518-2526
0378-4371
CONICET Digital
CONICET
Autor
Olivares Zamora, Felipe Esteban
Plastino, Ángel Luis
Rosso, Osvaldo Anibal
Resumen
The Bandt-Pompe (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 timeseries 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 Fisher-Shannon information plane as a tool to resolve the ambiguity and give illustrative examples. Fil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Física; Argentina Fil: Plastino, Ángel Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto de Física La Plata. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Instituto de Física La Plata; Argentina Fil: Rosso, Osvaldo Anibal. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina. Universidade Federal de Minas Gerais; Brasil. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina