Transcript Generalized Statistical Complexity Measure: resent

Generalized Statistical
Complexity Measure:
recent applications.
Dr. Osvaldo A. Rosso
Departamento de Física, Instituto de Ciências Exatas,
Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, Brazil
Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales,
Universidad de Buenos Aires (UBA), Buenos Aires, Argentina
[email protected]
[email protected]
Collaborators
•
•
•
•
•
•
•
•
Alejandra Figliola ( Buenos Aires, Argentina)
Eduardo Serrano (Buenos Aires, Argentina)
Maria Teresa Martín (La Plata, Argentina)
Angel Plastino (La Plata, Argentina)
Hilda Larrondo (Mar del Plata, Argentina)
Laura Carpi (Newcastle, Australia)
Patricia Saco (Newcastle, Australia)
Martín Gómez-Ravetti (Belo Horizonte, Brazil)
Quantifiers
• Normalized Shannon Entropy
• Fisher Information Measure
• MPR – Statistical Complexity
• Missing ordinal patterns
Quantifiers
Probability Distribution
Bandt-Pompe Methodology for PDF
Ordinal patterns in a simple time series. (A) Ordinal patterns at the dimension d = 3. (B) Illustration of the ordinal
procedure for d = 3 for sine and white noise time series. (C) Probability distribution of ordinal patterns π.
EL Niño/Southern Oscillation
during the Holocene
•
We study the dynamics of the
Holocene proxy ENSO record
corresponding to the Laguna
Pallcacocha sedimentary data.
•
Specifically,
we
analyse
temporal changes in dynamics
over the last 11000 years
using
Information
Theory
quantifiers.
•
Data: The proxy record was
obtained from the analysis of
clastic laminae deposition in
two 8-m sediment cores
retrieved
from
the
Pallcacocha Lake in Ecuador.
Moy et al. “Variability of El Niño Southern
Oscillation activity at millennial times during the
Holocene epoch”. Nature 420 (2002) 162-165
EL Niño/Southern Oscillation
during the Holocene
•
Information Theory Quantifiers: H, F, C, missing patterns.
•
We computed the evolution of the quantifiers through time
using a sliding time window of 1000 data values with a lag of
100 data values between successive windows.
•
A sliding window was used to allow for a better localization of
changes in the dynamics of ENSO through time (ENSO period
3 to 7 years).
•
PDF-Histograms: The N_bins = 100 in the interval [38.06,
243.06] (defined by the minimum and maximum amplitude
values of the complete time series).
•
PDF-Bandt-Pompe: length of patterns of D=5.
EL Niño/Southern Oscillation
during the Holocene
The grey bands correspond to the major periods of Holocene rapid climate change (RCC).
EL Niño/Southern Oscillation
during the Holocene
The grey bands correspond to the major periods of Holocene rapid climate change (RCC).
EL Niño/Southern Oscillation
during the Holocene
The grey bands correspond to the major periods of Holocene rapid climate change (RCC).
EL Niño/Southern Oscillation
during the Holocene
EL Niño/Southern Oscillation
during the Holocene
Chaos & Noise
Chaos & Noise
Chaos & Noise
Chaos & Noise
Chaos & Noise
Chaos & Noise
Chaos & Noise
Questions & Suggestions
• Thanks a lot !!!
• Muito obrigado !!!
• Muchas gracias !!!