Distinguishing Noise from Chaos

O. A. Rosso, H. A. Larrondo, M. T. Martin, A. Plastino and Miguel Angel Fuentes. Physical Review Letters 99, 154102, doi: 10.1103/PhysRevLett.99.154102, 2007.


Chaotic systems share with stochastic processes several properties that make them almost undistinguishable. In this communication we introduce a representation space, to be called the complexity-entropy causality plane. Its horizontal and vertical axis are suitable functionals of the pertinent probability distribution, namely, the entropy of the system and an appropriate statistical complexity measure, respectively. These two functionals are evaluated using the Bandt-Pompe recipe to assign a probability distribution function to the time series generated by the system. Several well-known model-generated time series, usually regarded as being of either stochastic or chaotic nature, are analyzed so as to illustrate the approach. The main achievement of this communication is the possibility of clearly distinguishing between them in our representation space, something that is rather difficult otherwise.