Characterizing time series via complexity-entropy curves.

@article{Ribeiro2017CharacterizingTS,
title={Characterizing time series via complexity-entropy curves.},
author={Haroldo V. Ribeiro and Max Jauregui and Luciano Zunino and Ervin K. Lenzi},
journal={Physical review. E},
year={2017},
volume={95 6-1},
pages={
062106
}
}

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-entropy causality plane. By replacing the Shannon entropy by a monoparametric entropy (Tsallis q entropy… CONTINUE READING