Ambiguities in Bandt-Pompes methodology for local entropic quantifiers

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 8, 2012, Pages 2518-2526

  Olivares, Felipe ^a   Plastino, Angelo ^b,e   Rosso, Osvaldo A ^c,d  

^a FACULTAD DE CIENCIAS EXACTAS   (Argentina)

^b INSTITUTO DE FÍSICA LA PLATA   (Argentina)

^c FEDERAL UNIVERSITY OF MINAS GERAIS   (Brazil)

^d INSTITUTO DE CÁLCULO   (Argentina)

^e NONE   (Argentina)

Author keywords

BandtPompe probability distribution; Fisher information measure; Nonlinear time series analysis; Shannon entropy

Indexed keywords

DYNAMICAL SYSTEMS; FISHER INFORMATION MATRIX; NONLINEAR DYNAMICAL SYSTEMS; PROBABILITY DISTRIBUTIONS;

FISHER INFORMATION MEASURES; NATURAL COMPLEXITY; NONLINEAR TIME-SERIES ANALYSIS; ORDINAL PATTERN; PERMUTATION ENTROPY; PROBABILITY DENSITIES; SHANNON; SHANNON ENTROPY;

TIME SERIES ANALYSIS;

EID: 84856976575     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.12.033     Document Type: Article

References (38)

1. C. Bandt, and B. Pompe Permutation entropy: a natural complexity measure for time series Phys. Rev. Lett. 88 2002 174102
2. F. Pennini, and A. Plastino Localization estimation and global vs. local information measures Phys. Lett. A 365 2007 263 267
3. B. Roy Frieden Science From Fisher Information: A Unification 2004 Cambridge University Press Cambridge
4. O.A. Rosso, H. Craig, and P. Moscato Shakespeare and other English renaissance authors as characterized by information theory complexity quantifiers Phys. A 388 2009 916 926
5. L. De Micco, C.M. Gonzlez, H.A. Larrondo, M.T. Martn, A. Plastino, and O.A. Rosso Randomizing nonlinear maps via symbolic dynamics Phys. A 87 2008 3373 3383
6. K. Mischaikow, M. Mrozek, J. Reiss, and A. Szymczak Construction of symbolic dynamics from experimental time series Phys. Rev. Lett. 82 1999 1144 1147 (Pubitemid 129583698)
7. G.E. Powell, and I.C. Percival A spectral entropy method for distinguishing regular and irregular motion of hamiltonian systems J. Phys. A: Math. Gen. 12 1979 2053 2071
8. O.A. Rosso, S. Blanco, J. Jordanova, V. Kolev, A. Figliola, M. Schrmann, and E. Baar Wavelet entropy: a new tool for analysis of short duration brain electrical signals J. Neurosci. Meth. 105 2001 65 75 (Pubitemid 32106919)
9. O.A. Rosso, H.A. Larrondo, M.T. Martn, A. Plastino, and M.A. Fuentes Distinguishing noise from chaos Phys. Rev. Lett. 99 2007 154102
10. O.A. Rosso, and C. Masoller Detecting and quantifying stochastic and coherence resonances via information theory complexity measurements Phys. Rev. E 79 2009 040106(R)
11. O.A. Rosso, and C. Masoller Detecting and quantifying temporal correlations in stochastic resonance via information theory measures Eur. Phys. J. B 69 2009 37 43
12. C. Shannon, and W. Weaver The Mathematical Theory of Communication 1949 University of Illinois Press Champaign, IL
13. R.A. Fisher On the mathematical foundations of theoretical statistics Philos. Trans. R. Soc. Lond. Ser. A 222 1922 309 368
14. A.L. Mayer, C.W. Pawlowski, and H. Cabezas Fisher information and dynamic regime changes in ecological systems Ecol. Modeling 195 2006 72 82 (Pubitemid 44294321)
15. K. Zografos, K. Ferentinos, and T. Papaioannou Discrete approximations to the Csiszr, Renyi, and Fisher measures of information Canad. J. Statist. 14 1986 355 366
16. L. Pardo, D. Morales, K. Ferentinos, and K. Zografos Discretization problems on generalized entropies and R-divergences Kybernetika 30 1994 445 460
17. M. Madiman, O. Johnson, I. Kontoyiannis, Fisher information, compound Poisson approximation, and the Poisson channel, IEEE Int. Symp. Inform. Th., Nice, June 2007.
18. G.I. Ferri, F. Pennini, and A. Plastino LMC-complexity and various chaotic regimes Phys. Lett. A 373 2009 2210 2214
19. O.A. Rosso, L. De Micco, A. Plastino, and H.A. Larrondo Info-quantifiers' map-characterization revisited Phys. A 389 2010 4604 4612
20. F. Pennini, and A. Plastino Reciprocity relations between ordinary temperature and the FriedenSoffer Fisher temperature Phys. Rev. E 71 2005 047102
21. J.C. Sprott Chaos and Time Series Analysis 2004 Oxford University Press Oxford
22. K. Keller, and M. Sinn Ordinal analysis of time series Phys. A 356 2005 114 120 (Pubitemid 41164318)
23. http://www.keithschwarz.com/interesting/code/factoradic-permutation/ FactoradicPermutation.hh.html
24. C. Vignat, and J.F. Bercher Analysis of signals in the FisherShannon information plane Phys. Lett. A 312 27 2003 27 33
25. A.R. Plastino, and A. Plastino Fisher information and bounds to the entropy increase Phys. Rev. E 52 1995 4580 4582
26. C.S. Daw, C.E.A. Finney, and E.R. Tracy A review of symbolic analysis of experimental data Review of Scientific Instruments 74 2003 915 930
27. O.A. Rosso, L.C. Carpi, P.M. Saco, M. Gmez Ravetti, A. Plastino, and H.A. Larrondo Causality and the entropy-complexity plane: robustness and missing ordinal patterns Phys. A 391 2012 42 55
28. O.A. Rosso, L.C. Carpi, P.M. Saco, M. Gmez Ravetti, H.A. Larrondo, A. Plastino, Noisy-chaotic time series and the forbidden/missing patterns paradigm, (unpublished), 2011, http://arxiv.org/abs/1110.0776v1.
29. O.A. Rosso, L. de Micco, H.A. Larrondo, M.T. Martn, and A. Plastino Generalized statistical complexity measure Internat. J. Bifur. Chaos 20 2010 775 785
30. U. Parlitz, S. Berg, S. Luther, A. Schirdewan, J. Kurths, N. Wessel, Classifying cardiac biosignals using pattern statistics and symbolic dynamics, Comput. Biol. Med. (2011) in press (doi:10.1016/j.compbiomed.2011.03.017).
31. P.M. Saco, L.C. Carpi, A. Figliola, E. Serrano, and O.A. Rosso Entropy analysis of the dynamics of El Nio/Southern oscillation during the holocene Phys. A 389 2010 5022 5027
32. M.C. Soriano, L. Zunino, L. Larger, I. Fischer, and C.R. Mirasso Distinguishing fingerprints of hyperchaotic and stochastic dynamics in optical chaos from a delayed opto-electronic oscillator Optics Letters 36 2010 2212 2214
33. M.C. Soriano, M.C., L. Zunino, O.A. Rosso, I. Fischer, and C.R. Mirasso Time scales of a chaotic semiconductor laser with optical feedback under the lens of a permutation information analysis IEEE J. Quantum Electron. 47 2010 252 261
34. L. Zunino, M.C. Soriano, I. Fischer, O.A. Rosso, and C.R. Mirasso Permutation information theory approach to unveil delay dynamics from time series analysis Phys. Rev. E 82 2010 046212
35. J.M. Amig, L. Kocarev, and J. Szczepanski Order patterns and chaos Phys. Lett. A 355 2006 27 31 (Pubitemid 43737113)
36. J.M. Amig, S. Zambrano, and M.A.F. Sanjun True and false forbidden patterns in deterministic and random dynamics Europhys. Lett. 79 2007 50001
37. J.M. Amig, S. Zambrano, and M.A.F. Sanjun Combinatorial detection of determinism in noisy time series Europhys. Lett. 83 2008 60005
38. J.M. Amig Permutation Complexity in Dynamical Systems 2010 Springer-Verlag Berlin, Germany