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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

In this work we have proposed a rigorous mathematical definition for the one dimensional time domain electrophysiological signals and established its relationship with two of the three Dirichlet's conditions. We have argues that any such…

Neurons and Cognition · Quantitative Biology 2016-09-08 Kaushik Majumdar , Anagh Pathak , Viswadeep Sarangi

Any continuous curve in a higher dimensional space can be considered a trajectory that can be parameterized by a single variable, usually taken as time. It is well known that a continuous curve can have a fractional dimensionality, which…

Data Analysis, Statistics and Probability · Physics 2024-05-08 Roxana Peña-Mendieta , Ania Mesa-Rodríguez , Ernesto Estevez-Rams , Daniel Estevez-Moya , Danays Kunka

A possible mechanism of time is formulated by developing an idea of time replaced by quantum correlations, with the aid of modern quantum information theory. We invent a microscopic model, where correlations of a closed system are steadily…

Quantum Physics · Physics 2011-11-14 Akimasa Miyake

Although the notion of entropy lies at the core of statistical mechanics, it is not often used in statistical mechanical models to characterize phase transitions, a role more usually played by quantities such as various order parameters,…

Statistical Mechanics · Physics 2016-08-31 D. A. Johnston , W. Janke , R. Kenna

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

The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal…

Signal Processing · Electrical Eng. & Systems 2021-06-02 Nazgol Tavabi , Kristina Lerman

Appealing to several multivariate information measures---some familiar, some new here---we analyze the information embedded in discrete-valued stochastic time series. We dissect the uncertainty of a single observation to demonstrate how the…

Information Theory · Computer Science 2015-05-28 Ryan G. James , Christopher J. Ellison , James P. Crutchfield

This paper shows how a time series of measurements of an evolving system can be processed to create an inner time series that is unaffected by any instantaneous invertible, possibly nonlinear transformation of the measurements. An inner…

Methodology · Statistics 2017-03-28 David N. Levin

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

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

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

Postulating that spacetime is discrete, we assume that physical space is described by a 3-dimensional cubic lattice.The corresponding symmetry group of rotations has order 24 and motivates the introduction of a cubic shaped graph with 27…

General Physics · Physics 2017-08-01 Stan Gudder

We present a methodology to characterize synchronization in time series based on symbolic representations. A symbol is linked to a sequence of numbers through the rank-order of its values. A representation of a time series results after…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Roberto Monetti , Wolfram Bunk , Ferdinand Jamitzky

Human communication is commonly represented as a temporal social network, and evaluated in terms of its uniqueness. We propose a set of new entropy-based measures for human communication dynamics represented within the temporal social…

Social and Information Networks · Computer Science 2018-10-29 Marcin Kulisiewicz , Przemysław Kazienko , Bolesław K. Szymański , Radosław Michalski

The nervous system represents time-dependent signals in sequences of discrete action potentials or spikes, all spikes are identical so that information is carried only in the spike arrival times. We show how to quantify this information, in…

Condensed Matter · Physics 2008-02-03 S. P. Strong , Roland Koberle , Rob R. de Ruyter van Steveninck , William Bialek

The approach for a network behavior description in terms of numerical time-dependant functions of the protocol parameters is suggested. This provides a basis for application of methods of mathematical and theoretical physics for information…

Cryptography and Security · Computer Science 2007-05-23 Vladimir Gudkov , Joseph E. Johnson

We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…

Neurons and Cognition · Quantitative Biology 2016-12-08 Masafumi Oizumi , Naotsugu Tsuchiya , Shun-ichi Amari

All entropy is entanglement entropy. This appears as the result of the existence of black holes. The origin of entropy and the way in which it defines the perceived time direction in macroscopic systems has been discussed and can be debated…

General Physics · Physics 2022-11-10 Andrei T. Patrascu

A powerful tool is developed for the characterization of chaotic signals. The approach is based on the symbolic encoding of time series (according to their ordinal patterns) combined with the ensuing characterization of the corresponding…

Chaotic Dynamics · Physics 2017-04-12 Antonio Politi
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