IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v389y2010i21p4604-4612.html
   My bibliography  Save this article

Info-quantifiers’ map-characterization revisited

Author

Listed:
  • Rosso, Osvaldo A.
  • De Micco, Luciana
  • Plastino, A.
  • Larrondo, Hilda A.

Abstract

We highlight the potentiality of a special Information Theory (IT) approach in order to unravel the intricacies of nonlinear dynamics, the methodology being illustrated with reference to the logistic map. A rather surprising dynamic feature→plane-topography map becomes available.

Suggested Citation

  • Rosso, Osvaldo A. & De Micco, Luciana & Plastino, A. & Larrondo, Hilda A., 2010. "Info-quantifiers’ map-characterization revisited," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4604-4612.
    • Handle: RePEc:eee:phsmap:v:389:y:2010:i:21:p:4604-4612
    DOI: 10.1016/j.physa.2010.06.055
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437110006035
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2010.06.055?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2009. "Forbidden patterns, permutation entropy and stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(14), pages 2854-2864.
    2. O. A. Rosso & C. Masoller, 2009. "Detecting and quantifying temporal correlations in stochastic resonance via information theory measures," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 69(1), pages 37-43, May.
    3. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2010. "Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(9), pages 1891-1901.
    4. Zunino, L. & Pérez, D.G. & Kowalski, A. & Martín, M.T. & Garavaglia, M. & Plastino, A. & Rosso, O.A., 2008. "Fractional Brownian motion, fractional Gaussian noise, and Tsallis permutation entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(24), pages 6057-6068.
    5. Keller, K. & Sinn, M., 2005. "Ordinal analysis of time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 356(1), pages 114-120.
    6. Rosso, Osvaldo A & Mairal, Marı́a Liliana, 2002. "Characterization of time dynamical evolution of electroencephalographic epileptic records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(3), pages 469-504.
    7. De Micco, L. & González, C.M. & Larrondo, H.A. & Martin, M.T. & Plastino, A. & Rosso, O.A., 2008. "Randomizing nonlinear maps via symbolic dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3373-3383.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Spichak, David & Kupetsky, Audrey & Aragoneses, Andrés, 2021. "Characterizing complexity of non-invertible chaotic maps in the Shannon–Fisher information plane with ordinal patterns," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
    2. Montani, Fernando & Deleglise, Emilia B. & Rosso, Osvaldo A., 2014. "Efficiency characterization of a large neuronal network: A causal information approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 58-70.
    3. Kowalski, A.M. & Martín, M.T. & Plastino, A. & Rosso, O.A., 2011. "Fisher information description of the classical–quantal transition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(12), pages 2435-2441.
    4. De Micco, Luciana & Fernández, Juana Graciela & Larrondo, Hilda A. & Plastino, Angelo & Rosso, Osvaldo A., 2012. "Sampling period, statistical complexity, and chaotic attractors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2564-2575.
    5. Fernandes, Leonardo H.S. & de Araújo, Fernando H.A. & Silva, Igor E.M. & Neto, Jusie S.P., 2021. "Macroeconophysics indicator of economic efficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    6. Baravalle, Roman & Rosso, Osvaldo A. & Montani, Fernando, 2017. "A path integral approach to the Hodgkin–Huxley model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 986-999.
    7. Montangie, Lisandro & Montani, Fernando, 2015. "Quantifying higher-order correlations in a neuronal pool," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 388-400.
    8. Olivares, Felipe & Plastino, Angelo & Rosso, Osvaldo A., 2012. "Ambiguities in Bandt–Pompe’s methodology for local entropic quantifiers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2518-2526.
    9. Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2016. "Crude Oil Market And Geopolitical Events: An Analysis Based On Information-Theory-Based Quantifiers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 41-51, May.
    10. Mateos, Diego M. & Gómez-Ramírez, Jaime & Rosso, Osvaldo A., 2021. "Using time causal quantifiers to characterize sleep stages," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    11. Baravalle, Roman & Rosso, Osvaldo A. & Montani, Fernando, 2018. "Discriminating imagined and non-imagined tasks in the motor cortex area: Entropy-complexity plane with a wavelet decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 511(C), pages 27-39.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. De Micco, Luciana & Fernández, Juana Graciela & Larrondo, Hilda A. & Plastino, Angelo & Rosso, Osvaldo A., 2012. "Sampling period, statistical complexity, and chaotic attractors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2564-2575.
    2. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2009. "Forbidden patterns, permutation entropy and stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(14), pages 2854-2864.
    3. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2010. "Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(9), pages 1891-1901.
    4. Argyroudis, George S. & Siokis, Fotios M., 2019. "Spillover effects of Great Recession on Hong-Kong’s Real Estate Market: An analysis based on Causality Plane and Tsallis Curves of Complexity–Entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 576-586.
    5. Aurelio F. Bariviera & Luciano Zunino & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "Efficiency and credit ratings: a permutation-information-theory analysis," Papers 1509.01839, arXiv.org.
    6. Rosso, Osvaldo A. & Carpi, Laura C. & Saco, Patricia M. & Gómez Ravetti, Martín & Plastino, Angelo & Larrondo, Hilda A., 2012. "Causality and the entropy–complexity plane: Robustness and missing ordinal patterns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 42-55.
    7. Zunino, Luciano & Tabak, Benjamin M. & Serinaldi, Francesco & Zanin, Massimiliano & Pérez, Darío G. & Rosso, Osvaldo A., 2011. "Commodity predictability analysis with a permutation information theory approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(5), pages 876-890.
    8. Zhao, Xiaojun & Ji, Mengfan & Zhang, Na & Shang, Pengjian, 2020. "Permutation transition entropy: Measuring the dynamical complexity of financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    9. Redelico, Francisco O. & Traversaro, Francisco & Oyarzabal, Nicolás & Vilaboa, Ivan & Rosso, Osvaldo A., 2017. "Evaluation of the status of rotary machines by time causal Information Theory quantifiers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 321-329.
    10. Olivares, Felipe & Plastino, Angelo & Rosso, Osvaldo A., 2012. "Ambiguities in Bandt–Pompe’s methodology for local entropic quantifiers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2518-2526.
    11. Eduarda T. C. Chagas & Marcelo Queiroz‐Oliveira & Osvaldo A. Rosso & Heitor S. Ramos & Cristopher G. S. Freitas & Alejandro C. Frery, 2022. "White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane," International Statistical Review, International Statistical Institute, vol. 90(2), pages 374-396, August.
    12. Aurelio F. Bariviera & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "A permutation Information Theory tour through different interest rate maturities: the Libor case," Papers 1509.00217, arXiv.org.
    13. Bariviera, Aurelio F. & Font-Ferrer, Alejandro & Sorrosal-Forradellas, M. Teresa & Rosso, Osvaldo A., 2019. "An information theory perspective on the informational efficiency of gold price," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    14. López Pérez, Mario & Mansilla Corona, Ricardo, 2022. "Ordinal synchronization and typical states in high-frequency digital markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 598(C).
    15. Wang, Guochao & Zheng, Shenzhou & Wang, Jun, 2019. "Complex and composite entropy fluctuation behaviors of statistical physics interacting financial model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 97-113.
    16. Montani, Fernando & Deleglise, Emilia B. & Rosso, Osvaldo A., 2014. "Efficiency characterization of a large neuronal network: A causal information approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 58-70.
    17. Aurelio Fernandez Bariviera & María Belén Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "The (in)visible hand in the Libor market: an information theory approach," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 88(8), pages 1-9, August.
    18. Chen, Shijian & Shang, Pengjian & Wu, Yue, 2019. "Multivariate multiscale fractional order weighted permutation entropy of nonlinear time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 217-231.
    19. Gu, Rongbao & Xiong, Wei & Li, Xinjie, 2015. "Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 103-113.
    20. Saco, Patricia M. & Carpi, Laura C. & Figliola, Alejandra & Serrano, Eduardo & Rosso, Osvaldo A., 2010. "Entropy analysis of the dynamics of El Niño/Southern Oscillation during the Holocene," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 5022-5027.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:389:y:2010:i:21:p:4604-4612. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.