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Shannon Entropy has been extensively used for characterizing complexity of time series arising from chaotic dynamical systems and stochastic processes such as Markov chains. However, for short and noisy time series, Shannon entropy performs…

Chaotic Dynamics · Physics 2016-12-08 Nithin Nagaraj , Karthi Balasubramanian

The problem of defining and studying complexity of a time series has interested people for years. In the context of dynamical systems, Grassberger has suggested that a slow approach of the entropy to its extensive asymptotic limit is a sign…

Data Analysis, Statistics and Probability · Physics 2009-11-07 William Bialek , Ilya Nemenman , Naftali Tishby

The nature of concept learning is a core question in cognitive science. Theories must account for the relative difficulty of acquiring different concepts by supervised learners. For a canonical set of six category types, two distinct…

Information Theory · Computer Science 2015-03-03 Andreas D. Pape , Kenneth J. Kurtz , Hiroki Sayama

Numerous definitions for complexity have been proposed over the last half century, with little consensus achieved on how to use the term. A definition of complexity is supplied here that is closely related to the Kolmogorov Complexity and…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Russell K. Standish

Recently it has been argued that entropy can be a direct measure of complexity, where the smaller value of entropy indicates lower system complexity, while its larger value indicates higher system complexity. We dispute this view and…

Statistical Mechanics · Physics 2020-08-26 Jarosław Klamut , Ryszard Kutner , Zbigniew R. Struzik

Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters,…

Data Analysis, Statistics and Probability · Physics 2016-01-20 Xiaofeng Liu , Aimin Jiang , Ning Xu , Jianru Xue

A measure called Physical Complexity is established and calculated for a population of sequences, based on statistical physics, automata theory, and information theory. It is a measure of the quantity of information in an organism's genome.…

Biological Physics · Physics 2011-12-02 Gerard Briscoe , Philippe De Wilde

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only…

Data Analysis, Statistics and Probability · Physics 2017-06-13 Haroldo V. Ribeiro , Max Jauregui , Luciano Zunino , Ervin K. Lenzi

Entropy always increases monotonically in a closed system but complexity increases at first and then decreases as equilibrium is approached. Commonsense information-related definitions for entropy and complexity demonstrate that complexity…

Physics and Society · Physics 2025-03-26 Theodore Modis

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

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 measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum…

Statistical Mechanics · Physics 2015-05-13 R. Piasecki , A. Plastino

We develop a complexity measure for large-scale economic systems based on Shannon's concept of entropy. By adopting Leontief's perspective of the production process as a circular flow, we formulate the process as a Markov chain. Then we…

General Finance · Quantitative Finance 2017-07-12 Dave Zachariah , Paul Cockshott

Complexity of two-level systems, e.g. spins, qubits, magnetic moments etc, are analysed based on the so-called correlational entropy in the case of pure quantum systems and the thermal entropy in case of thermal equilibrium that are…

Quantum Physics · Physics 2025-01-24 Imre Varga

The concept of complexity appears in virtually all areas of knowledge. Its intuitive meaning shares similarities across fields, but disagreements between its details hinders a general definition, leading to a plethora of proposed…

Statistical Mechanics · Physics 2023-10-04 Roberto C. Alamino

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

In estimating the complexity of objects, in particular of graphs, it is common practice to rely on graph- and information-theoretic measures. Here, using integer sequences with properties such as Borel normality, we explain how these…

Information Theory · Computer Science 2017-07-12 Hector Zenil , Narsis Kiani , Jesper Tegnér

In this paper we examine the concept of complexity as it applies to generative art and design. Complexity has many different, discipline specific definitions, such as complexity in physical systems (entropy), algorithmic measures of…

Neural and Evolutionary Computing · Computer Science 2021-02-05 Jon McCormack , Camilo Cruz Gambardella , Andy Lomas

Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize…

Chaotic Dynamics · Physics 2009-11-07 G. Boffetta , M. Cencini , M. Falcioni , A. Vulpiani
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