Causality and the entropy–complexity plane: Robustness and missing ordinal patterns

We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative weights in a given time series. Two different tools have been advanced in the literature to such effect, namely, (i) the “causal” entropy–complexity plane [O.A. Rosso, H.A. Larrondo, M....

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Veröffentlicht in:	Physica A 2012-01, Vol.391 (1-2), p.42-55
Hauptverfasser:	Rosso, Osvaldo A., Carpi, Laura C., Saco, Patricia M., Gómez Ravetti, Martín, Plastino, Angelo, Larrondo, Hilda A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Chaos Chaos theory Correlation analysis Entropy–complexity Logistics Mathematical analysis Missing ordinal patterns Noise Planes Robustness Time series Time series analysis
Online-Zugang:	Volltext
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