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Related papers: Comment on "Inferring Statistical Complexity"

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This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…

chao-dyn · Physics 2015-06-24 Thomas Schreiber

The principle goal of computational mechanics is to define pattern and structure so that the organization of complex systems can be detected and quantified. Computational mechanics developed from efforts in the 1970s and early 1980s to…

Statistical Mechanics · Physics 2017-10-19 James P. Crutchfield

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

Complex systems are found in most branches of science. It is still argued how to best quantify their complexity and to what end. One prominent measure of complexity (the statistical complexity) has an operational meaning in terms of the…

Data Analysis, Statistics and Probability · Physics 2011-10-24 Karoline Wiesner , Mile Gu , Elisabeth Rieper , Vlatko Vedral

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

Statistical physics is important in understanding the physics of interacting many bodies. This has been historically developed by attempts to understand colliding gases and quantifying quantities like entropy, free energy, and other…

Quantum Physics · Physics 2023-06-28 Niamat Gill , Nishchal Dwivedi

Recent advances in the understanding of time series permit to clarify seasonalities and cycles, which might be rather obscure in today's literature. A theorem due to P. Cartier and Y. Perrin, which was published only recently, in 1995, and…

Statistical Finance · Quantitative Finance 2015-10-02 Michel Fliess , Cédric Join

The sciences of complexity present some recurrent themes: the emergence of qualitatively new behaviors in dissipative systems out of equilibrium, the aparent tendency of complex system to lie at the border of phase transitions and…

Popular Physics · Physics 2017-05-02 Osame Kinouchi

This is a review article for Encyclopedia of Complexity and System Science, to be published by Springer http://refworks.springer.com/complexity/. The paper reviews statistical models for money, wealth, and income distributions developed in…

Statistical Finance · Quantitative Finance 2023-06-06 Victor M. Yakovenko

While we have intuitive notions of structure and complexity, the formalization of this intuition is non-trivial. The statistical complexity is a popular candidate. It is based on the idea that the complexity of a process can be quantified…

Quantum Physics · Physics 2014-09-24 Ryan Tan , Daniel R. Terno , Jayne Thompson , Vlatko Vedral , Mile Gu

One approach to confronting computational hardness is to try to understand the contribution of various parameters to the running time of algorithms and the complexity of computational tasks. Almost no computational tasks in real life are…

Computational Complexity · Computer Science 2011-11-23 Rodney G. Downey , Dimitrios M. Thilikos

In recent studies, new measures of complexity for nonlinear systems have been proposed based on probabilistic grounds, as the LMC measure (Phys. Lett. A {\bf 209} (1995) 321) or the SDL measure (Phys. Rev. E {\bf 59} (1999) 2). All these…

adap-org · Physics 2015-06-30 Ricard V. Sole , Bartolo Luque

In this paper we present an introduction to the area of computability in dynamical systems. This is a fairly new field which has received quite some attention in recent years. One of the central questions in this area is if relevant…

Dynamical Systems · Mathematics 2023-11-08 Michael Burr , Christian Wolf

The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…

Chaotic Dynamics · Physics 2024-09-09 Norbert Marwan , K. Hauke Kraemer

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi

The phase space measure proposed by Lee and Jeong [PRL 106, 220401 (2011)] is shown to be closely related to a well-studied measure in the literature. For pure states, the newly proposed measure is equivalent to an old measure; for mixed…

Quantum Physics · Physics 2011-06-03 Jiangbin Gong

Information theory is a powerful framework for quantifying complexity, uncertainty, and dynamical structure in time-series data, with widespread applicability across disciplines such as physics, finance, and neuroscience. However, the…

Information Theory · Computer Science 2026-01-26 Annie G. Bryant , Oliver M. Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

This paper presents a new approach for analysing structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency…

Chaotic Dynamics · Physics 2011-03-03 Reik V. Donner , Y. Zou , Jonathan F. Donges , Norbert Marwan , Juergen Kurths

The paper reviews two prominent approaches for the measurement of technological complexity: the method of reflection and the assessment of technologies' combinatorial difficulty. It discusses their central underlying assumptions and…

Applications · Statistics 2018-03-12 Tom Broekel

There is no single universally accepted definition of "Complexity". There are several perspectives on complexity and what constitutes complex behaviour or complex systems, as opposed to regular, predictable behaviour and simple systems. In…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Nithin Nagaraj , Karthi Balasubramanian