Year: 2007
Type: article
Abstract: Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent probability distribution, namely, the entropy of the system and an appropriate statistical complexity measure, respectively. These two functionals are evaluated using the Bandt-Pompe recipe to assign a probability distribution function to the time series generated by the system. Several well-known model-generated time series, usually regarded as being of either stochastic or chaotic nature, are analyzed so as to illustrate the approach. The main achievement of this communication is the possibility of clearly distinguishing between them in our representation space, something that is rather difficult otherwise.
Source: Physical Review Letters
Institutions: Universidad de Buenos Aires, University of Newcastle Australia, National University of Mar del Plata, Instituto de Física La Plata, Universidad Nacional de La Plata, Santa Fe Institute, Consejo Nacional de Investigaciones Científicas y Técnicas, Balseiro Institute, Bariloche Atomic Centre
Language: English
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W2030486754