- Title
- Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach
- Creator
- Rosso, O. A.; Zunino, L.; Perez, D. G.; Figliola, A.; Larrondo, H. A.; Garavaglia, M.; Martin, M. T.; Plastino, A.
- Relation
- Physical Review E: Statistical, Nonlinear, and Soft Matter Physics Vol. 76, Issue 6
- Publisher Link
- http://dx.doi.org/10.1103/PhysRevE.76.061114
- Publisher
- American Physical Society
- Resource Type
- journal article
- Date
- 2007
- Description
- By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martín-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.
- Subject
- information theory quantifiers; Martín-Plastino-Rosso intensive statistical complexity; Shannon entropy; Bandt-Pompe
- Identifier
- http://hdl.handle.net/1959.13/33282
- Identifier
- uon:3147
- Identifier
- ISSN:1095-3787
- Language
- eng
- Full Text
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