Influence of the signal to noise ratio for the estimation of Permutation Entropy
- Traversaro Varela, Francisco
- Legnani, Walter
- Redelico, Francisco Oscar
DOIAbstract
In this paper, the influence of signal to noise ratio in the estimation of Permutation Entropy was studied upon signals obtained by simulations of a chaoticdeterministic system. Then, using a bootstrap scheme, we applied hypothesistests to detect noise in a signal computing the Permutation Entropy. Similarly to recent publications, we found that as the content of noise increases (i.e. the signal to noise ratio decreases), three clearly different dynamics appear: dominant deterministic, deterministic noisy and dominant noisy. To discriminate the limits of these zones, another hypothesis test was applied. Finally, we also show that if a hypothesis test detects changes in the value of Permutation Entropy, it is due to changes in the actual dyn...
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