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

O. A. Rosso, L. C. Carpi, P. M. Saco, M. G. Ravetti, H. A. Larrondo, A. Plastino
2012 European Physical Journal B : Condensed Matter Physics  
We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution functions associated with a time series [Bandt and Pompe, Phys. Rev. Lett. 88 (2002) 174102] and ii) the so-called Amig\'o paradigm of forbidden/missing patterns [Amig\'o, Zambrano, Sanju\'an, Europhys. Lett. 79 (2007) 50001], to analyze deterministic finite time
more » ... ries contaminated with strong additive noises of different correlation-degree. Insights pertaining to the deterministic component of the original time series are obtained with the help of the causal entropy-complexity plane [Rosso et al. Phys. Rev. Lett. 99 (2007) 154102].
doi:10.1140/epjb/e2012-30307-8 fatcat:ybwcs7tscfh3tb3wzdwqhjqbxe