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Related papers: Symbolic Sequences and Tsallis Entropy

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Symbolic sequences with long-range correlations are expected to result in a slow regression to a steady state of entropy increase. However, we prove that also in this case a fast transition to a constant rate of entropy increase can be…

chao-dyn · Physics 2015-06-24 Marco Buiatti , Paolo Grigolini , Luigi Palatella

The goal of this paper is to develop an estimate for the entropy of random long-range correlated symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov…

Information Theory · Computer Science 2014-12-12 S. S. Melnik , O. V. Usatenko

We discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our…

Statistical Mechanics · Physics 2017-04-24 Thomas Schürmann , Peter Grassberger

Examples of joint probability distributions are studied in terms of Tsallis' nonextensive statistics both for correlated and uncorrelated variables, in particular it is explicitely shown how correlations in the system can make Tsallis…

Statistical Mechanics · Physics 2008-11-26 G. Wilk , Z. Wlodarczyk

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2016-09-08 O. V. Usatenko , V. A. Yampol'skii , K. E. Kechedzhy , S. S. Mel'nyk

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

The symbolic dynamics technique is well-known for low-dimensional dynamical systems and chaotic maps, and lies at the roots of the thermodynamic formalism of dynamical systems. Here we show that this technique can also be successfully…

Chaotic Dynamics · Physics 2017-08-02 Dan Xu , Christian Beck

It is well known that to estimate the Shannon entropy for symbolic sequences accurately requires a large number of samples. When some aspects of the data are known it is plausible to attempt to use this to more efficiently compute entropy.…

Data Analysis, Statistics and Probability · Physics 2018-05-18 Andrew D. Back , Daniel Angus , Janet Wiles

We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…

Statistical Mechanics · Physics 2015-05-27 H. V. Ribeiro , E. K. Lenzi , R. S. Mendes , P. A. Santoro

We define an entropy based on a chosen governing probability distribution. If a certain kind of measurements follow such a distribution it also gives us a suitable scale to study it with. This scale will appear as a link function that is…

Data Analysis, Statistics and Probability · Physics 2007-10-24 Peter Sunehag

We consider a probability distribution depending on a real parameter $x$. As functions of $x$, the R\'enyi entropy and the Tsallis entropy can be expressed in terms of the associated index of coincidence $S(x)$. We establish recurrence…

Classical Analysis and ODEs · Mathematics 2019-10-31 Alexandra Maduta , Diana Otrocol , Ioan Rasa

Quantifying the similarity between symbolic sequences is a traditional problem in Information Theory which requires comparing the frequencies of symbols in different sequences. In numerous modern applications, ranging from DNA over music to…

Physics and Society · Physics 2016-04-18 Martin Gerlach , Francesc Font-Clos , Eduardo G. Altmann

A new method is proposed for analyzing complexity and studying the information in random geometric networks using Tsallis entropy tool. Tsallis entropy of the ensemble of random geometric networks is calculated based on the components of…

Statistical Mechanics · Physics 2025-02-20 O. K. Kazemi , S. M. Taheri

The Tsallis and R\'enyi entropies are important quantities in the information theory, statistics and related fields because the Tsallis entropy is an one parameter generalization of the Shannon entropy and the R\'enyi entropy includes…

Quantum Physics · Physics 2014-12-24 Yusuke Ide , Norio Konno , Junji Shikata

In structured prediction, the goal is to jointly predict many output variables that together encode a structured object -- a path in a graph, an entity-relation triple, or an ordering of objects. Such a large output space makes learning…

Machine Learning · Computer Science 2022-01-28 Kareem Ahmed , Eric Wang , Kai-Wei Chang , Guy Van den Broeck

We investigate symbolic sequences and in particular information carriers as e.g. books and DNA--strings. First the higher order Shannon entropies are calculated, a characteristic root law is detected. Then the algorithmic entropy is…

adap-org · Physics 2008-02-03 Werner Ebeling , Alexander Neiman , Thorsten Pöschel

We present a methodology to characterize synchronization in time series based on symbolic representations. A symbol is linked to a sequence of numbers through the rank-order of its values. A representation of a time series results after…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Roberto Monetti , Wolfram Bunk , Ferdinand Jamitzky

Substitution systems evolve in time by generating sequences of symbols from a finite alphabet: At a certain iteration step, the existing symbols are systematically replaced by blocks of $N_{k}$ symbols also within the alphabet (with…

Mathematical Physics · Physics 2015-07-08 Vladimir Garcia-Morales

We consider infinite sequences of superstable orbits (cascades) generated by systematic substitutions of letters in the symbolic dynamics of one-dimensional nonlinear systems in the logistic map universality class. We identify the…

Chaotic Dynamics · Physics 2019-08-07 Leon Zaporski , Felix Flicker

We study the entropy $S$ of longest increasing subsequences (LIS), i.e., the logarithm of the number of distinct LIS. We consider two ensembles of sequences, namely random permutations of integers and sequences drawn i.i.d.\ from a limited…

Disordered Systems and Neural Networks · Physics 2020-06-09 Phil Krabbe , Hendrik Schawe , Alexander K. Hartmann
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