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While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their…

Data Analysis, Statistics and Probability · Physics 2015-07-15 Jakob Runge , Jobst Heitzig , Norbert Marwan , Jürgen Kurths

We introduce a dynamic model for complexity control (CC) between systems, represented by time series characterized by different temporal complexity measures, as indicated by their respective inverse power law (IPL) indices. Given the…

Adaptation and Self-Organizing Systems · Physics 2024-10-25 Korosh Mahmoodi , Scott E. Kerick , Piotr J. Franaszczuk , Paolo Grigolini , Bruce J. West

We study the Hamiltonian dynamics of a many-body quantum system subjected to periodic projective measurements which leads to probabilistic cellular automata dynamics. Given a sequence of measured values, we characterize their dynamics by…

Statistical Mechanics · Physics 2023-10-13 Heitor P. Casagrande , Bo Xing , Marcello Dalmonte , Alex Rodriguez , Vinitha Balachandran , Dario Poletti

Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…

Data Analysis, Statistics and Probability · Physics 2021-03-08 José M. Amigó , Roberto Dale , Piergiulio Tempesta

We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including excess entropy, Bialek et al.'s…

Statistics Theory · Mathematics 2010-12-10 Samer A. Abdallah , Mark D. Plumbley

We propose a metric to characterize the complex behavior of a dynamical system and to distinguish between organized and disorganized complexity. The approach combines two quantities that separately assess the degree of unpredictability of…

Physics and Society · Physics 2020-02-17 C. Letellier , I. Leyva , I. Sendiña-Nadal

The complexity of the quantum state of a multiparticle system and the maximum possible accuracy of its quantum description are connected by a relation similar to the coordinate-momentum uncertainty relation. The coefficient in this relation…

Quantum Physics · Physics 2021-10-01 Yuri I. Ozhigov

Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

Complexity measures in the context of the Integrated Information Theory of consciousness try to quantify the strength of the causal connections between different neurons. This is done by minimizing the KL-divergence between a full system…

Methodology · Statistics 2021-02-09 Carlotta Langer , Nihat Ay

We review possible measures of complexity which might in particular be applicable to situations where the complexity seems to arise spontaneously. We point out that not all of them correspond to the intuitive (or "naive") notion, and that…

Data Analysis, Statistics and Probability · Physics 2012-08-20 Peter Grassberger

We consider an environmental interface regarding as a complex system, in which difference equations for calculating the environmental interface temperature and deeper soil layer temperature are represented by the coupled maps. First…

Chaotic Dynamics · Physics 2014-04-28 Gordan Mimić , Dragutin T. Mihailović , Mirko Budinčević

We define the complexity of a continuous-time linear system to be the minimum number of bits required to describe its forward increments to a desired level of fidelity, and compute this quantity using the rate distortion function of a…

Systems and Control · Electrical Eng. & Systems 2023-06-06 Eric Wendel , John Baillieul , Joseph Hollmann

Complexity is a multi-faceted phenomenon, involving a variety of features including disorder, nonlinearity, and self-organisation. We use a recently developed rigorous framework for complexity to understand measures of complexity. We…

Adaptation and Self-Organizing Systems · Physics 2020-09-22 Karoline Wiesner , James Ladyman

We study the collective behaviour of an ensemble of coupled motile elements whose interactions depend on time and are alternatively attractive or repulsive. The evolution of interactions is driven by individual internal variables with…

Statistical Mechanics · Physics 2009-11-10 Damian H. Zanette , Alexander S. Mikhailov

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 introduce a quantum version for the statistical complexity measure, in the context of quantum information theory, and use it as a signalling function of quantum order-disorder transitions. We discuss the possibility for such transitions…

We present a systematic method to expand the quantum complexity of interacting theory in series of coupling constant. The complexity is evaluated by the operator approach in which the transformation matrix between the second quantization…

High Energy Physics - Theory · Physics 2021-03-17 Wung-Hong Huang

This paper leverages linear systems theory to propose a principled measure of complexity for network systems. We focus on a network of first-order scalar linear systems interconnected through a directed graph. By locally filtering out the…

Systems and Control · Electrical Eng. & Systems 2025-07-10 Giacomo Baggio , Marco Fabris

A general notion of information-related complexity applicable to both natural and man-made systems is proposed. The overall approach is to explicitly consider a rational agent performing a certain task with a quantifiable degree of success.…

Data Analysis, Statistics and Probability · Physics 2013-01-18 Eugene Perevalov , David Grace

Complex system arises as a result of the nonlinear interactions between components. In particular, the evolutionary dynamics of a multivariate system encodes the ways in which different variables interact with each other individually or in…

Information Theory · Computer Science 2020-04-22 Peishi Jiang , Praveen Kumar