Related papers: Introducing the q-Theil index
Tsallis q-extension of statistics and fractal generalization of dynamics are two faces of the same physical reality, as well as the Kernel modern complexity theory. The fractal generalization dynamics is based at the multiscale -…
We present a straightforward procedure to evaluate the scientific contribution of territories and institutions that combines the size-dependent geometric mean, Q, of the number of research documents (N) and citations (C), and a scale-free…
We propose a modular framework for temporal disaggregation of quarterly GDP into monthly frequency, in which the regression step accommodates any supervised learning model while Mariano-Murasawa reconciliation enforces quarterly…
By writing total Tsallis entropy as a function of non-extensivity q-parameter withing the fragment-asperity model for earthquakes, a critical range of values is identified: 1.4 <q< 1.8. It comes directly from constructing the non-extensive…
We study inference on the common stochastic trends in a non-stationary, $N$-variate time series $y_{t}$, in the possible presence of heavy tails. We propose a novel methodology which does not require any knowledge or estimation of the tail…
This paper studies the use of the Tsallis Entropy versus the classic Boltzmann-Gibbs-Shannon entropy for classifying image patterns. Given a database of 40 pattern classes, the goal is to determine the class of a given image sample. Our…
One of the earliest agent-based economical models, Schelling's spacial proximity model illustrated how global segregation can emerge, often unwanted, from the actions of agents of two races acting in accordance with their individual local…
We initiate an open-source library for the efficient analysis of temporal graphs. We consider one of the standard models of dynamic networks in which each edge has a discrete timestamp and transition time. Recently there has been a massive…
The growth rate of real GDP per capita in the biggest OECD countries is represented as a sum of two components - a steadily decreasing trend and fluctuations related to the change in some specific age population. The long term trend in the…
Complex nonequilibrium systems are often effectively described by a `statistics of a statistics', in short, a `superstatistics'. We describe how to proceed from a given experimental time series to a superstatistical description. We argue…
A maximum entropy framework based on Tsallis entropy is proposed to depict long tail behavior of queue lengths in broadband networks. Queue length expression as measured in terms of number of packets involves Hurwitz-zeta function. When the…
Inferring spatial-temporal properties from data is important for many complex systems, such as additive manufacturing systems, swarm robotic systems and biological networks. Such systems can often be modeled as a labeled graph where labels…
Kullback-Leibler relative-entropy has unique properties in cases involving distributions resulting from relative-entropy minimization. Tsallis relative-entropy is a one parameter generalization of Kullback-Leibler relative-entropy in the…
This article derives prognostic expressions for the evolution of globally aggregated economic wealth, productivity, inflation, technological change, innovation and growth. The approach is to treat civilization as an open, non-equilibrium…
The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter $q$ to the inverse temperature $\beta$. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin…
This paper presents a novel quantitative approach for comparative economic studies, addressing limitations in current classification methods. Conventional approaches in comparative economics often rely on ad hoc and categorical…
In this paper, we are concerned with improving the forecast capabilities of the Global approach to Time Series. We assume that the normal techniques of Global mapping are applied, the noise reduction is performed, etc. Then, using the…
The cross-correlation matrix of daily returns of stock market indices in a diverse set of 37 countries worldwide was analyzed. Comparison of the spectrum of this matrix with predictions of random matrix theory provides an empirical evidence…
q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical…
Financial markets are complex adaptive systems, and are commonly studied as complex networks. Most of such studies fall short in two respects: they do not account for non-linearity of the studied relationships, and they create one network…