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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

Computers are deterministic dynamical systems (CHAOS 19:033124, 2009). Among other things, that implies that one should be able to use deterministic forecast rules to predict their behavior. That statement is sometimes-but not always-true.…

Chaotic Dynamics · Physics 2013-05-24 Joshua Garland , Ryan James , Elizabeth Bradley

The thermodynamic definition of entropy can be extended to nonequilibrium systems based on its relation to information. To apply this definition in practice requires access to the physical system's microstates, which may be prohibitively…

Statistical Mechanics · Physics 2020-08-21 Gil Ariel , Haim Diamant

The coupling complexity index is an information measure introduced within the framework of ordinal symbolic dynamics. This index is used to characterize the complexity of the relationship between dynamical system components. In this work,…

Chaotic Dynamics · Physics 2015-06-15 Roberto Monetti , José María Amigó , Thomas Aschenbrenner , Wolfram Bunk

We apply a recently developed measure of multiscale complexity to the Gaussian model consisting of continuous spins with bilinear interactions for a variety of interaction matrix structures. We find two universal behaviors of the complexity…

Statistical Mechanics · Physics 2009-11-10 Richard Metzler , Yaneer Bar-Yam

We present exact results for two complementary measures of spatial structure generated by 1D spin systems with finite-range interactions. The first, excess entropy, measures the apparent spatial memory stored in configurations. The second,…

Statistical Mechanics · Physics 2009-10-30 James P. Crutchfield , David P. Feldman

We define a notion of complexity, which quantifies the nonlinearity of the computation of a neural network, as well as a complementary measure of the effective dimension of feature representations. We investigate these observables both for…

Machine Learning · Computer Science 2021-03-18 Romuald A. Janik , Przemek Witaszczyk

Information theory and Shannon entropy are essential for quantifying irregularity in complex systems or signals. Recently, two-dimensional entropy methods, such as two-dimensional sample entropy, distribution entropy, and permutation…

Image and Video Processing · Electrical Eng. & Systems 2025-03-31 Runze Jiang , Pengjian Shang

Quantifying the complexity of systems consisting of many interacting parts has been an important challenge in the field of complex systems in both abstract and applied contexts. One approach, the complexity profile, is a measure of the…

Pattern Formation and Solitons · Physics 2013-06-03 Yavni Bar-Yam , Dion Harmon , Yaneer Bar-Yam

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

Data Science and Machine Learning have become fundamental assets for companies and research institutions alike. As one of its fields, supervised classification allows for class prediction of new samples, learning from given training data.…

We propose a new way to measure the balance between freedom and coherence in a dynamical system and a new measure of its internal variability. Based on the concept of entropy and ideas from neuroscience and information theory, we define…

Dynamical Systems · Mathematics 2016-11-21 Karl Petersen , Benjamin Wilson

Understanding causal relationships among the variables of a system is paramount to explain and control its behavior. For many real-world systems, however, the true causal graph is not readily available and one must resort to predictions…

Machine Learning · Statistics 2024-12-20 Elias Eulig , Atalanti A. Mastakouri , Patrick Blöbaum , Michaela Hardt , Dominik Janzing

Spreadsheets are widely used in industry, even for critical business processes. This implies the need for proper risk assessment in spreadsheets to evaluate the reliability and validity of the spreadsheet's outcome. As related research has…

Software Engineering · Computer Science 2017-04-06 Thomas Reschenhofer , Bernhard Waltl , Klym Shumaiev , Florian Matthes

Complexity is an important metric for appropriate characterization of different classes of irregular signals, observed in the laboratory or in nature. The literature is already rich in the description of such measures using a variety of…

Entropy is the measure of uncertainty in any data and is adopted for maximisation of mutual information in many remote sensing operations. The availability of wide entropy variations motivated us for an investigation over the suitability…

Computer Vision and Pattern Recognition · Computer Science 2014-05-26 S. K. Katiyar , P. V. Arun

We introduce and study the notion of a directional complexity and entropy for maps of degree 1 on the circle. For piecewise affine Markov maps we use symbolic dynamics to relate this complexity to the symbolic complexity. We apply a…

Dynamical Systems · Mathematics 2016-09-12 V. Afraimovich , M. Courbage , L. Glebsky

We consider a Gaussian statistical model whose parameter space is given by the variances of random variables. Underlying this model we identify networks by interpreting random variables as sitting on vertices and their correlations as…

Mathematical Physics · Physics 2015-06-17 Domenico Felice , Stefano Mancini , Marco Pettini

The complexity of round robin method of intraprocedural data flow analysis is measured in number of iterations over the control flow graph. Existing complexity bounds realistically explain the complexity of only Bit-vector frameworks which…

Programming Languages · Computer Science 2007-05-23 Bageshri Karkare , Uday Khedker

In this paper we revisit the concept of mobility entropy. Over time, the structure of spatial interactions among urban centres tends to become more complex and evolves from centralised models to more scattered origin and destination…

Physics and Society · Physics 2021-06-30 Valentina Marin , Carlos Molinero , Elsa Arcaute