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Related papers: Complexity-based permutation entropies: from deter…

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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

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

Permutation entropy and its associated frameworks are remarkable examples of physics-inspired techniques adept at processing complex and extensive datasets. Despite substantial progress in developing and applying these tools, their use has…

Data Analysis, Statistics and Probability · Physics 2024-08-14 Leonardo G. J. M. Voltarelli , Arthur A. B. Pessa , Luciano Zunino , Rafael S. Zola , Ervin K. Lenzi , Matjaz Perc , Haroldo V. Ribeiro

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

Nowadays we are often faced with huge databases resulting from the rapid growth of data storage technologies. This is particularly true when dealing with music databases. In this context, it is essential to have techniques and tools able to…

Physics and Society · Physics 2012-03-27 H. V. Ribeiro , L. Zunino , R. S. Mendes , E. K. Lenzi

Computational complexity is examined using the principle of increasing entropy. To consider computation as a physical process from an initial instance to the final acceptance is motivated because many natural processes have been recognized…

Computational Complexity · Computer Science 2012-03-20 Arto Annila

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

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

The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Other Statistics · Statistics 2017-07-05 G. Corso , T. L. Prado , G. Z. dos S. Lima , S. R. Lopes

Shannon Entropy has been extensively used for characterizing complexity of time series arising from chaotic dynamical systems and stochastic processes such as Markov chains. However, for short and noisy time series, Shannon entropy performs…

Chaotic Dynamics · Physics 2016-12-08 Nithin Nagaraj , Karthi Balasubramanian

Since Bandt and Pompe's seminal work, permutation entropy has been used in several applications and is now an essential tool for time series analysis. Beyond becoming a popular and successful technique, permutation entropy inspired a…

Data Analysis, Statistics and Probability · Physics 2021-06-10 Arthur A. B. Pessa , Haroldo V. Ribeiro

We define {\em predictive information} $I_{\rm pred} (T)$ as the mutual information between the past and the future of a time series. Three qualitatively different behaviors are found in the limit of large observation times $T$: $I_{\rm…

Data Analysis, Statistics and Probability · Physics 2011-11-10 William Bialek , Ilya Nemenman , Naftali Tishby

Diffusion models do not recover semantic structure uniformly over time. Instead, samples transition from semantic ambiguity to class commitment within a narrow regime. Recent theoretical work attributes this transition to dynamical…

Machine Learning · Statistics 2026-02-11 Florian Handke , Dejan Stančević , Felix Koulischer , Thomas Demeester , Luca Ambrogioni

We develop a recently introduced representation of quantum dynamics based on sampling negative Markov chain processes. By introducing particles and antiparticles, this formalism maps generic quantum dynamics onto a Markov process defined…

Quantum Physics · Physics 2026-04-23 Hugo Lóio , Jacopo De Nardis , Tony Jin

We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative importance in a given time series. To this end we extend i) the use of ordinal patterns-based probability distribution…

The nature of concept learning is a core question in cognitive science. Theories must account for the relative difficulty of acquiring different concepts by supervised learners. For a canonical set of six category types, two distinct…

Information Theory · Computer Science 2015-03-03 Andreas D. Pape , Kenneth J. Kurtz , Hiroki Sayama

Machine learning algorithms are designed to capture complex relationships between features. In this context, the high dimensionality of data often results in poor model performance, with the risk of overfitting. Feature selection, the…

Machine Learning · Computer Science 2023-10-18 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

Entropy metrics (for example, permutation entropy) are nonlinear measures of irregularity in time series (one-dimensional data). Some of these entropy metrics can be generalised to data on periodic structures such as a grid or lattice…

Combinatorics · Mathematics 2021-10-22 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

Extracting relevant properties of empirical signals generated by nonlinear, stochastic, and high-dimensional systems is a challenge of complex systems research. Open questions are how to differentiate chaotic signals from stochastic ones,…

Data Analysis, Statistics and Probability · Physics 2021-07-08 B. R. R. Boaretto , R. C. Budzinski , K. L. Rossi , T. L. Prado , S. R. Lopes , C. Masoller

In a genetic algorithm, fluctuations of the entropy of a genome over time are interpreted as fluctuations of the information that the genome's organism is storing about its environment, being this reflected in more complex organisms. The…

Computational Engineering, Finance, and Science · Computer Science 2010-11-04 Manuel Cebrian , Manuel Alfonseca , Alfonso Ortega