Browse by author
Lookup NU author(s): Dr Francesco Serinaldi
Full text for this publication is not currently held within this repository. Alternative links are provided below where available.
Complexity–entropy causality plane (CECP) is a diagnostic diagram plotting normalized Shannon entropy HS versus Jensen–Shannon complexity CJS that has been introduced in nonlinear dynamics analysis to classify signals according to their degrees of randomness and complexity. In this study, we explore the applicability of CECP in hydrological studies by analyzing 80 daily stream flow time series recorded in the continental United States during a period of 75 years, surrogate sequences simulated by autoregressive models (with independent or long-range memory innovations), Theiler amplitude adjusted Fourier transform and Theiler phase randomization, and a set of signals drawn from nonlinear dynamic systems. The effect of seasonality, and the relationships between the CECP quantifiers and several physical and statistical properties of the observed time series are also studied. The results point out that: (1) the CECP can discriminate chaotic and stochastic signals in presence of moderate observational noise; (2) the signal classification depends on the sampling frequency and aggregation time scales; (3) both chaotic and stochastic systems can be compatible with the daily stream flow dynamics, when the focus is on the information content, thus setting these results in the context of the debate on observational equivalence; (4) the empirical relationships between HS and CJS and Hurst parameter H, base flow index, basin drainage area and stream flow quantiles highlight that the CECP quantifiers can be considered as proxies of the long-term low-frequency groundwater processes rather than proxies of the short-term high-frequency surface processes; (6) the joint application of linear and nonlinear diagnostics allows for a more comprehensive characterization of the stream flow time series.
Author(s): Serinaldi F, Zunino L, Rosso OA
Publication type: Article
Publication status: Published
Journal: Stochastic Environmental Research and Risk Assessment
Print publication date: 27/11/2013
ISSN (print): 1436-3240
ISSN (electronic): 1436-3259
Altmetrics provided by Altmetric