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We explore the chaotic dynamics and complexity of a neuro-system with respect to variable synaptic weights in both noise free and noisy conditions. The chaotic dynamics of the system is investigated by bifurcation analysis and 0-1 test. A…

Chaotic Dynamics · Physics 2021-03-17 Sanjay K. Palit , Sayan Mukherjee

We investigate the influence of time-varying environmental noise, i.e., temporal disorder, on the nonequilibrium phase transition of the contact process. Combining a real-time renormalization group, scaling theory, and large scale…

Statistical Mechanics · Physics 2016-08-25 Hatem Barghathi , Jose A. Hoyos , Thomas Vojta

Identification of causal structures and quantification of direct information flows in complex systems is a challenging yet important task, with practical applications in many fields. Data generated by dynamical processes or large-scale…

Data Analysis, Statistics and Probability · Physics 2015-08-06 Carlo Cafaro , Warren M. Lord , Jie Sun , Erik M. Bollt

We introduce Extrema-Segmented Entropy (ExSEnt), a feature-decomposed framework for quantifying time-series complexity that separates temporal from amplitude contributions. The method partitions a signal into monotonic segments by detecting…

Chaotic Dynamics · Physics 2025-09-30 Sara Kamali , Fabiano Baroni , Pablo Varona

There are several indications (from different approaches) that Spacetime at the Plank Scale could be discrete. One approach to Quantum Gravity that takes this most seriously is the Causal Sets Approach. In this approach spacetime is…

General Relativity and Quantum Cosmology · Physics 2009-11-05 David Rideout , Petros Wallden

This paper considers learning the hidden causal network of a linear networked dynamical system (NDS) from the time series data at some of its nodes -- partial observability. The dynamics of the NDS are driven by colored noise that generates…

Machine Learning · Computer Science 2024-02-13 Augusto Santos , Diogo Rente , Rui Seabra , José M. F. Moura

Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may overlook the simultaneous and reciprocal nature of causal interactions observed in real world…

Data Analysis, Statistics and Probability · Physics 2018-10-24 Albert C. Yang , Norden E. Huang , Chung-Kang Peng

Recent developments enable the quantification of causal control given a structural causal model (SCM). This has been accomplished by introducing quantities which encode changes in the entropy of one variable when intervening on another.…

Machine Learning · Computer Science 2024-02-20 Francisco N. F. Q. Simoes , Mehdi Dastani , Thijs van Ommen

Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt

We introduce a class of exactly solvable models which exhibit an ordering noise-induced phase transition driven by an entropic mechanism. In contrast with previous studies, order does not appear in this case as a result of an instability of…

Condensed Matter · Physics 2007-05-23 M. Ibanes , J. Garcia-Ojalvo , R. Toral , J. M. Sancho

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

We aim to mine temporal causal sequences that explain observed events (consequents) in time-series traces. Causal explanations of key events in a time-series has applications in design debugging, anomaly detection, planning, root-cause…

Machine Learning · Computer Science 2021-01-26 Antonio Anastasio Bruto da Costa , Pallab Dasgupta

Recovering a unique causal graph from observational data is an ill-posed problem because multiple generating mechanisms can lead to the same observational distribution. This problem becomes solvable only by exploiting specific structural or…

Machine Learning · Computer Science 2026-02-09 Ameya Rathod , Sujay Belsare , Salvik Krishna Nautiyal , Dhruv Laad , Ponnurangam Kumaraguru

This paper is the second in a series of two, and describes the current state of the art in modelling and prediction of chaotic time series. Sampled data from deterministic non-linear systems may look stochastic when analysed with linear…

chao-dyn · Physics 2008-02-03 Bjoern Lillekjendlie , Dimitris Kugiumtzis , Nils Christophersen

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Statistical Finance · Quantitative Finance 2024-06-10 Agathe Sadeghi , Achintya Gopal , Mohammad Fesanghary

Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine…

Artificial Intelligence · Computer Science 2012-05-14 Samantha Kleinberg , Bud Mishra

Intrinsic computation refers to how dynamical systems store, structure, and transform historical and spatial information. By graphing a measure of structural complexity against a measure of randomness, complexity-entropy diagrams display…

Chaotic Dynamics · Physics 2009-11-13 David P. Feldman , Carl S. McTague , James P. Crutchfield

Prediction of events is the challenge in many different disciplines, from meteorology to finance; the more this task is difficult, the more a system is {\it complex}. Nevertheless, even according to this restricted definition, a general…

chao-dyn · Physics 2007-05-23 Maurizio Serva

We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

Some physical processes, including the intensity fluctuations of a chaotic laser, the detection of single photons, and the Brownian motion of a microscopic particle in a fluid are unpredictable, at least on long timescales. This…

Chaotic Dynamics · Physics 2015-08-10 Aaron M. Hagerstrom , Thomas E. Murphy , Rajarshi Roy
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