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Related papers: On the Dynamical Foundation of Multifractality

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The meromorphic functional calculus developed in Part I overcomes the nondiagonalizability of linear operators that arises often in the temporal evolution of complex systems and is generic to the metadynamics of predicting their behavior.…

Chaotic Dynamics · Physics 2018-04-18 Paul M. Riechers , James P. Crutchfield

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

Dynamical systems can display a plethora of ergodic and ergodicity breaking behaviors, ranging from simple periodicity to ergodicity and chaos. Here we report an unusual type of non-ergodic behavior in a many-body discrete-time dynamical…

Statistical Mechanics · Physics 2025-07-21 Yusuf Kasim , Tomaž Prosen

We address the excess entropy, which is a measure of complexity for stationary time series, from the ordinal point of view. We show that the permutation excess entropy is equal to the mutual information between two adjacent semi-infinite…

Chaotic Dynamics · Physics 2011-12-13 Taichi Haruna , Kohei Nakajima

Scheduling problems are often tackled independently, and rarely solved by leveraging the commonalities across problems. Lack of awareness of this inter-task similarity could impede the search efficacy. A quantifiable relationship between…

Optimization and Control · Mathematics 2023-05-23 Peng Li , Bo Liu

The vast majority of the literature on learning dynamical systems or stochastic processes from time series has focused on stable or ergodic systems, for both Bayesian and frequentist inference procedures. However, most real-world systems…

Machine Learning · Statistics 2025-07-02 Zachary P Adams , Sayan Mukherjee

Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 J. Perello , J. Masoliver , A. Kasprzak , R. Kutner

Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex…

Neurons and Cognition · Quantitative Biology 2021-12-30 X. San Liang

Linear measures such as cross-correlation have been used successfully to determine time delays from the given processes. Such an analysis often precedes identifying possible causal relationships between the observed processes. The present…

Quantitative Methods · Quantitative Biology 2015-05-13 Radhakrishnan Nagarajan

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

Dynamic complexity is concerned with updating the output of a problem when the input is slightly changed. We study the dynamic complexity of model checking a fixed monadic second-order formula over evolving subgraphs of a fixed maximal…

Computational Complexity · Computer Science 2017-02-20 Patricia Bouyer-Decitre , Vincent Jugé , Nicolas Markey

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…

Statistical Finance · Quantitative Finance 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik

Using a combination of theory, experiment, and simulation, we revisit the dynamics of two coupled metronomes on a moving platform. Our experiments show that the platform's motion is damped by a dry friction force of Coulomb type, not the…

Adaptation and Self-Organizing Systems · Physics 2022-04-27 Guillermo H. Goldsztein , Lars Q. English , Emma Behta , Hillel Finder , Alice N. Nadeau , Steven H. Strogatz

Directed and heterogeneous hypergraphs capture directional higher-order interactions with intrinsically asymmetric functional dependencies among nodes. As a result, damage to certain nodes can suppress entire hyperedges, whereas failure of…

Disordered Systems and Neural Networks · Physics 2026-01-29 Yunxue Sun , Xueming Liu , Ginestra Bianconi

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…

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…

Data Analysis, Statistics and Probability · Physics 2018-07-31 Mohamed Laib , Luciano Telesca , Mikhail Kanevski

Quantum spin networks overcome the challenges of traditional charge-based electronics by encoding the information into spin degrees of freedom. Although beneficial for transmitting information with minimal losses when compared to their…

Quantum Physics · Physics 2017-08-03 Paul Bogdan , Edmond Jonckheere , Sophie Schirmer

Complex systems and relational data are often abstracted as dynamical processes on networks. To understand, predict and control their behavior, a crucial step is to extract reduced descriptions of such networks. Inspired by notions from…

Social and Information Networks · Computer Science 2019-06-26 Michael T. Schaub , Jean-Charles Delvenne , Renaud Lambiotte , Mauricio Barahona

The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the…

Biomolecules · Quantitative Biology 2015-02-06 Enrico Maiorino , Lorenzo Livi , Alessandro Giuliani , Alireza Sadeghian , Antonello Rizzi

In this work, we quantify the time scales and information flow associated with multiscale energy transfer in a weakly turbulent system. This is done through a greedy optimization algorithm which finds the maximum conditional-mutual…

Chaotic Dynamics · Physics 2026-01-13 Christopher W. Curtis , Erik M. Bollt