20 research outputs found
Numerical and experimental study of the effects of noise on the permutation entropy
We analyze the effects of noise on the permutation entropy of dynamical
systems. We take as numerical examples the logistic map and the R\"ossler
system. Upon varying the noise strengthfaster, we find a transition from an
almost-deterministic regime, where the permutation entropy grows slower than
linearly with the pattern dimension, to a noise-dominated regime, where the
permutation entropy grows faster than linearly with the pattern dimension. We
perform the same analysis on experimental time-series by considering the
stochastic spiking output of a semiconductor laser with optical feedback.
Because of the experimental conditions, the dynamics is found to be always in
the noise-dominated regime. Nevertheless, the analysis allows to detect
regularities of the underlying dynamics. By comparing the results of these
three different examples, we discuss the possibility of determining from a time
series whether the underlying dynamics is dominated by noise or not