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We present some new results which relate information to chaotic dynamics. In our approach the quantity of information is measured by the Algorithmic Information Content (Kolmogorov complexity) or by a sort of computable version of it…

Statistical Mechanics · Physics 2007-05-23 V. Benci , C. Bonanno , S. Galatolo , G. Menconi , M. Virgilio

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

Complexity is a multi-faceted phenomenon, involving a variety of features including disorder, nonlinearity, and self-organisation. We use a recently developed rigorous framework for complexity to understand measures of complexity. We…

Adaptation and Self-Organizing Systems · Physics 2020-09-22 Karoline Wiesner , James Ladyman

Complexity of patterns is a key information for human brain to differ objects of about the same size and shape. Like other innate human senses, the complexity perception cannot be easily quantified. We propose a transparent and universal…

Pattern Formation and Solitons · Physics 2020-12-30 Andrey A. Bagrov , Ilia A. Iakovlev , Askar A. Iliasov , Mikhail I. Katsnelson , Vladimir V. Mazurenko

We evaluate new complexity measures on the symbolic dynamics of coupled tent maps and cellular automata. These measures quantify complexity in terms of $k$-th order statistical dependencies that cannot be reduced to interactions between…

Chaotic Dynamics · Physics 2016-04-08 Thomas Kahle , Eckehard Olbrich , Juergen Jost , Nihat Ay

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 complexity of a signal can be measured by the Recurrence period density entropy (RPDE) from the reconstructed phase space. We have chosen a window based RPDE method for the classification of signals, as RPDE is an average entropic…

Tissues and Organs · Quantitative Biology 2015-09-30 Sayan Mukherjee , Sanjay Kumar Palit , Santo Banerjee , M. R. K. Ariffin , Lamberto Rondoni , D. K. Bhattacharya

Concepts used in the scientific study of complex systems have become so widespread that their use and abuse has led to ambiguity and confusion in their meaning. In this paper we use information theory to provide abstract and concise…

Information Theory · Computer Science 2012-11-16 Carlos Gershenson , Nelson Fernandez

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

We consider the relative configurational entropy per cell S_Delta as a measure of the degree of spatial disorder for systems of finite-sized objects. It is highly sensitive to deviations from the most spatially ordered reference…

Statistical Mechanics · Physics 2009-10-31 Ryszard Piasecki

Complexity is a measure of information content. Crystalline materials are not complex systems because their structures can be represented tersely using the language of crystallography. Disordered materials are also structurally simple if…

Disordered Systems and Neural Networks · Physics 2025-09-12 Andrew L. Goodwin

Depth is a complexity measure for natural systems of the kind studied in statistical physics and is defined in terms of computational complexity. Depth quantifies the length of the shortest parallel computation required to construct a…

Popular Physics · Physics 2011-11-14 Jon Machta

Ordinal measures provide a valuable collection of tools for analyzing correlated data series. However, using these methods to understand the information interchange in networks of dynamical systems, and uncover the interplay between…

Physics and Society · Physics 2023-08-02 Juan A. Almendral , I. Leyva , Irene Sendiña-Nadal

The complexity of highly interconnected systems is rooted in the interwoven architecture defined by its connectivity structure. In this paper, we develop matrix energy of the underlying connectivity structure as a measure of topological…

Physics and Society · Physics 2016-08-31 Kaushik Sinha , Olivier L. de Weck

These notes from lectures by the author at the CIMPA Research School held in Salta, Argentina, in November 2015 review definitions and properties of various measures of complexity in topological and measure-preserving dynamical systems,…

Dynamical Systems · Mathematics 2016-07-11 Karl Petersen

Biological systems (among others) may respond to a large variety of distinct external stimuli, or signals. These perturbations will generally be presented to the system not singly, but in various combinations, so that a proper understanding…

Quantitative Methods · Quantitative Biology 2011-06-24 Dennis Wylie

We introduce circulance, a scalar measure for classifying time series of dynamical systems. Circulance captures the extent of temporal regularity or irregularity that is encoded in the topology of a directed ordinal pattern transition…

Chaotic Dynamics · Physics 2026-01-05 Max Potratzki , Manuel Adams , Timo Bröhl , Klaus Lehnertz

We review several statistical complexity measures proposed over the last decade and a half as general indicators of structure or correlation. Recently, Lopez-Ruiz, Mancini, and Calbet [Phys. Lett. A 209 (1995) 321] introduced another…

Statistical Mechanics · Physics 2008-02-03 David P. Feldman , 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

This chapter discusses the interplay between structure and dynamics in complex networks. Given a particular network with an endowed dynamics, our goal is to find partitions aligned with the dynamical process acting on top of the network. We…

Social and Information Networks · Computer Science 2020-05-08 Michael T. Schaub , Jean-Charles Delvenne , Renaud Lambiotte , Mauricio Barahona