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We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…

Machine Learning · Statistics 2020-02-27 Yi Hao , Alon Orlitsky

We investigate the recovery dynamics of healthy cardiac activity after physical exertion using multimodal biosignals recorded with a polycardiograph. Multifractal features derived from the singularity spectrum capture the scale-invariant…

Pattern Formation and Solitons · Physics 2025-09-30 A. Maluckov , D. Stojanovic , M. Miletic , Lj. Hadzievski , J. Petrovic

The importance of structured, complex connectivity patterns found in several real-world systems is to a great extent related to their respective effects in constraining and even defining the respective dynamics. Yet, while complex networks…

Tissues and Organs · Quantitative Biology 2008-05-16 Matheus P. Viana , Bruno A. N. Travencolo , E. Tanck , Luciano da F. Costa

We introduce a novel method, called Dispersion Entropy for Graph Signals, $DE_G$, as a powerful tool for analysing the irregularity of signals defined on graphs. We demonstrate the effectiveness of $DE_G$ in detecting changes in the…

Combinatorics · Mathematics 2023-04-03 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

A method based upon the statistical evaluation of the differentiability of the measure along the trajectory is used to identify in high dimensional systems. The results show that the method is suitable for discriminating stochastic from…

Chaotic Dynamics · Physics 2007-05-23 Guillermo Ortega , Cristian Degli Esposti Boschi , Enrique Louis

This work presents a novel framework for time series analysis using entropic measures based on the kernel density estimate (KDE) of the time series' Takens' embeddings. Using this framework we introduce two distinct analytical tools: (1) a…

Information Theory · Computer Science 2025-12-05 Audun Myers , Bill Kay , Iliana Alvarez , Michael Hughes , Cameron Mackenzie , Carlos Ortiz Marrero , Emily Ellwein , Erik Lentz

We evaluated the impact of changing the observation scale over the entropy measures for text descriptions. MIDI coded Music, computer code and two human natural languages were studied at the scale of characters, words, and at the…

Information Theory · Computer Science 2017-01-13 Gerardo Febres , Klaus Jaffe

On account of a greater need for understanding the complexity of time series like physiological time series, financial time series, and many more that enter into picture for their inculpation with real-world problems, several complexity…

Chaotic Dynamics · Physics 2025-02-26 Ritik Roshan Giri , Suchandan Kayal

On the grounds of nonadditive entropies -- appropriate for complex systems -- we investigate the electroencephalogram amplitudes of typical and ADHD children. The corresponding probability distributions are $q$-Gaussians, i.e., $\rho(x)…

Statistical Mechanics · Physics 2026-05-05 Henrique Santos Lima , Constantino Tsallis , Dimitri M. Abramov

Human heart rate fluctuates in a complex and non-stationary manner. Elaborating efficient and adequate tools for the analysis of such signals has been a great challenge for the researchers during last decades. Here, an overview of the main…

Medical Physics · Physics 2007-05-23 J. Kalda , M. Sakki , M. Vainu , M. Laan

Depending on initial conditions, individual finite time trajectories of dynamical systems can have very different chaotic properties. Here we present a numerical method to identify trajectories with atypical chaoticity, pathways that are…

Chaotic Dynamics · Physics 2015-05-18 Philipp Geiger , Christoph Dellago

We present different computational approaches for the rapid extraction of the signal parameters of discretely sampled damped sinusoidal signals. We compare time- and frequency-domain-based computational approaches in terms of their accuracy…

Instrumentation and Detectors · Physics 2020-10-23 Jim C. Visschers , Emma Wilson , Thomas Conneely , Andrey Mudrov , Lykourgos Bougas

Complexity is a ubiquitous concept in contemporary science and everyday life. A complex dynamical system is usually characterized by a blend of order and disorder, as well as emergent phenomena that often span multiple temporal and spatial…

We examine the regenerative cutting process by using a single degree of freedom non-smooth model with a friction component and a time delay term. Instead of the standard Lyapunov exponent calculations, we propose a statistical 0-1 test…

Chaotic Dynamics · Physics 2012-01-25 Grzegorz Litak , Sven Schubert , Guenter Radons

Automated scientific discovery aims to improve scientific understanding through machine learning. A central approach in this field is symbolic regression, which uses genetic programming or sparse regression to learn interpretable…

Neural and Evolutionary Computing · Computer Science 2026-03-11 Sigur de Vries , Sander W. Keemink , Marcel A. J. van Gerven

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

In this paper, we apply approximate entropy (ApEn) analysis to the nonlinear beam dynamics in circular accelerators. Due to the presence of strong nonlinear magnets, chaos of beam motion gradually increases with amplitude. Such chaos can be…

Accelerator Physics · Physics 2026-03-09 Yongjun Li

Quantifying the complexity and irregularity of time series data is a primary pursuit across various data-scientific disciplines. Sample entropy (SampEn) is a widely adopted metric for this purpose, but its reliability is sensitive to the…

Applications · Statistics 2024-05-13 Zachary Blanks , Donald E. Brown

We introduce MESSY estimation, a Maximum-Entropy based Stochastic and Symbolic densitY estimation method. The proposed approach recovers probability density functions symbolically from samples using moments of a Gradient flow in which the…

Machine Learning · Computer Science 2024-02-13 Tony Tohme , Mohsen Sadr , Kamal Youcef-Toumi , Nicolas G. Hadjiconstantinou