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The Amigó paradigm of forbidden/missing patterns: a detailed analysis

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Abstract

We deal here with the issue of determinism versus randomness in time series (TS), with the goal of identifying their relative importance in a given TS. To this end we extend (i) the use of ordinal patterns based probability distribution functions associated to a TS [C. Bandt and B. Pompe, Phys. Rev. Lett. 88, 174102 (2002)] and (ii) the so-called Amigó paradigm of forbidden/missing patterns [J.M. Amigó et al., Europhys. Lett. 79, 50001 (2007)], to analyze deterministic finite TS contaminated with strong additive noises of different correlation-degree. Useful information on the deterministic component of the original time series is obtained with the help of the so-called causal entropy-complexity plane [O.A. Rosso et al., Phys. Rev. Lett. 99, 154102 (2007)].

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Authors and Affiliations

  1. LaCCAN/CPMAT - Instituto de Computação Universidade Federal de Alagoas, BR 104 Norte km 97, 57072-970, Maceió, Alagoas, Brazil

    O. A. Rosso

  2. Laboratorio de Sistemas Complejos, Facultad de Ingeniería, Universidad de Buenos Aires, 1063 Av. Paseo Colón 840, Ciudad Autónoma de Buenos Aires, Argentina

    O. A. Rosso

  3. Fellow CONICET, 1033 Av. Rivadavia 1917, Buenos Aires, Argentina

    O. A. Rosso, H. A. Larrondo & A. Plastino

  4. Civil, Surveying and Environmental Engineering, The University of Newcastle, University Drive, Callaghan, NSW, 2308, Australia

    L. C. Carpi & P. M. Saco

  5. Departamento de Engenharia de Produção, Universidade Federal de Minas Gerais, Av. Antônio Carlos, 6627, Belo Horizonte, 31270-901, Belo Horizonte, MG, Brazil

    M. G. Ravetti

  6. Facultad de Ingeniería, Universidad Nacional de Mar del Plata, Av. J.B. Justo 4302, 7600, Mar del Plata, Argentina

    H. A. Larrondo

  7. Universidad Nacional de La Plata, IFLP-CCT, C.C. 727, 1900, La Plata, Argentina

    A. Plastino

  8. Universitat de les Illes Balears and IFISC-CSIC, 07122, Palma de Mallorca, Spain

    A. Plastino

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  1. O. A. Rosso
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  2. L. C. Carpi
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  3. P. M. Saco
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  4. M. G. Ravetti
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  5. H. A. Larrondo
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  6. A. Plastino
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Correspondence to O. A. Rosso.

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Rosso, O.A., Carpi, L.C., Saco, P.M. et al. The Amigó paradigm of forbidden/missing patterns: a detailed analysis. Eur. Phys. J. B 85, 419 (2012). https://doi.org/10.1140/epjb/e2012-30307-8

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  • DOI: https://doi.org/10.1140/epjb/e2012-30307-8

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