Authors
Haroldo V Ribeiro, Max Jauregui, Luciano Zunino, Ervin K Lenzi
Publication date
2017/6/5
Journal
Physical Review E
Volume
95
Issue
6
Pages
062106
Publisher
American Physical Society
Description
The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis entropy) and after considering the proper generalization of the statistical complexity ( complexity), we build up a parametric curve (the -complexity-entropy curve) that is used for characterizing and classifying time series. Based on simple exact results and numerical simulations of stochastic processes, we show that these curves can distinguish among different long-range, short-range, and oscillating correlated …
Total citations
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Scholar articles
HV Ribeiro, M Jauregui, L Zunino, EK Lenzi - Physical review E, 2017