Distinguishing noise from chaos: objective versus subjective criteria using horizontal visibility graph.

A recently proposed methodology called the Horizontal Visibility Graph (HVG) [Luque et al., Phys. Rev. E., 80, 046103 (2009)] that constitutes a geometrical simplification of the well known Visibility Graph algorithm [Lacasa et al., Proc. Natl. Sci. U.S.A. 105, 4972 (2008)], has been used to study t...

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Main Authors: Martín Gómez Ravetti, Laura C Carpi, Bruna Amin Gonçalves, Alejandro C Frery, Osvaldo A Rosso
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2014-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0108004
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author Martín Gómez Ravetti
Laura C Carpi
Bruna Amin Gonçalves
Alejandro C Frery
Osvaldo A Rosso
author_facet Martín Gómez Ravetti
Laura C Carpi
Bruna Amin Gonçalves
Alejandro C Frery
Osvaldo A Rosso
author_sort Martín Gómez Ravetti
collection DOAJ
description A recently proposed methodology called the Horizontal Visibility Graph (HVG) [Luque et al., Phys. Rev. E., 80, 046103 (2009)] that constitutes a geometrical simplification of the well known Visibility Graph algorithm [Lacasa et al., Proc. Natl. Sci. U.S.A. 105, 4972 (2008)], has been used to study the distinction between deterministic and stochastic components in time series [L. Lacasa and R. Toral, Phys. Rev. E., 82, 036120 (2010)]. Specifically, the authors propose that the node degree distribution of these processes follows an exponential functional of the form [Formula: see text], in which [Formula: see text] is the node degree and [Formula: see text] is a positive parameter able to distinguish between deterministic (chaotic) and stochastic (uncorrelated and correlated) dynamics. In this work, we investigate the characteristics of the node degree distributions constructed by using HVG, for time series corresponding to [Formula: see text] chaotic maps, 2 chaotic flows and [Formula: see text] different stochastic processes. We thoroughly study the methodology proposed by Lacasa and Toral finding several cases for which their hypothesis is not valid. We propose a methodology that uses the HVG together with Information Theory quantifiers. An extensive and careful analysis of the node degree distributions obtained by applying HVG allow us to conclude that the Fisher-Shannon information plane is a remarkable tool able to graphically represent the different nature, deterministic or stochastic, of the systems under study.
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spelling doaj.art-f94bdb6f88ae47ffbcfe9df81f5a41152024-03-16T05:33:42ZengPublic Library of Science (PLoS)PLoS ONE1932-62032014-01-0199e10800410.1371/journal.pone.0108004Distinguishing noise from chaos: objective versus subjective criteria using horizontal visibility graph.Martín Gómez RavettiLaura C CarpiBruna Amin GonçalvesAlejandro C FreryOsvaldo A RossoA recently proposed methodology called the Horizontal Visibility Graph (HVG) [Luque et al., Phys. Rev. E., 80, 046103 (2009)] that constitutes a geometrical simplification of the well known Visibility Graph algorithm [Lacasa et al., Proc. Natl. Sci. U.S.A. 105, 4972 (2008)], has been used to study the distinction between deterministic and stochastic components in time series [L. Lacasa and R. Toral, Phys. Rev. E., 82, 036120 (2010)]. Specifically, the authors propose that the node degree distribution of these processes follows an exponential functional of the form [Formula: see text], in which [Formula: see text] is the node degree and [Formula: see text] is a positive parameter able to distinguish between deterministic (chaotic) and stochastic (uncorrelated and correlated) dynamics. In this work, we investigate the characteristics of the node degree distributions constructed by using HVG, for time series corresponding to [Formula: see text] chaotic maps, 2 chaotic flows and [Formula: see text] different stochastic processes. We thoroughly study the methodology proposed by Lacasa and Toral finding several cases for which their hypothesis is not valid. We propose a methodology that uses the HVG together with Information Theory quantifiers. An extensive and careful analysis of the node degree distributions obtained by applying HVG allow us to conclude that the Fisher-Shannon information plane is a remarkable tool able to graphically represent the different nature, deterministic or stochastic, of the systems under study.https://doi.org/10.1371/journal.pone.0108004
spellingShingle Martín Gómez Ravetti
Laura C Carpi
Bruna Amin Gonçalves
Alejandro C Frery
Osvaldo A Rosso
Distinguishing noise from chaos: objective versus subjective criteria using horizontal visibility graph.
PLoS ONE
title Distinguishing noise from chaos: objective versus subjective criteria using horizontal visibility graph.
title_full Distinguishing noise from chaos: objective versus subjective criteria using horizontal visibility graph.
title_fullStr Distinguishing noise from chaos: objective versus subjective criteria using horizontal visibility graph.
title_full_unstemmed Distinguishing noise from chaos: objective versus subjective criteria using horizontal visibility graph.
title_short Distinguishing noise from chaos: objective versus subjective criteria using horizontal visibility graph.
title_sort distinguishing noise from chaos objective versus subjective criteria using horizontal visibility graph
url https://doi.org/10.1371/journal.pone.0108004
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AT brunaamingoncalves distinguishingnoisefromchaosobjectiveversussubjectivecriteriausinghorizontalvisibilitygraph
AT alejandrocfrery distinguishingnoisefromchaosobjectiveversussubjectivecriteriausinghorizontalvisibilitygraph
AT osvaldoarosso distinguishingnoisefromchaosobjectiveversussubjectivecriteriausinghorizontalvisibilitygraph