Abstract
This paper aims at introducing the Lempel–Ziv permutation complexity vs. permutation entropy plane (EC-plane) as a tool to analyze time series with diverse dynamical nature. These two quantities use the Bandt and Pompe representation to quantify a continuous-state time series. The main strength of this approach lies in the fact that this plane combines two different perspectives to study a signal, one being purely statistic (the permutation entropy) and the other being algorithmic (the Lempel–Ziv complexity). The results allow us to conclude that the EC-plane constitutes an appropriate framework for: (i) characterizing non-linear chaotic maps, (ii) distinguishing deterministic from stochastic processes and (iii) to discriminate between fractional Brownian motion, fractional Gaussian noise and K-noise.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Physica A: Statistical Mechanics and its Applications
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
