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Multivariate entropy quantification algorithms are becoming a prominent tool for the extraction of information from multi-channel physiological time-series. However, in the analysis of physiological signals from heterogeneous organ systems,…

Information Theory · Computer Science 2023-01-18 Evangelos Kafantaris , Tsz-Yan Milly Lo , Javier Escudero

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…

Statistical Finance · Quantitative Finance 2018-08-01 Linda Ponta , Anna Carbone

We apply modified diffusion entropy analysis (MDEA) to assess multifractal dimensions of ON time series (ONTS) and complexity synchronization (CS) analysis to infer information transfer among ONs that are part of a network of organ networks…

Learning the model parameters of a multi-object dynamical system from partial and perturbed observations is a challenging task. Despite recent numerical advancements in learning these parameters, theoretical guarantees are extremely scarce.…

Statistics Theory · Mathematics 2017-07-17 Jeremie Houssineau , Sumeetpal S. Singh , Ajay Jasra

We relate the information entropy and the mass variance of any distribution in the regime of small fluctuations. We use a set of Monte Carlo simulations of different homogeneous and inhomogeneous distributions to verify the relation and…

Cosmology and Nongalactic Astrophysics · Physics 2016-09-21 Biswajit Pandey

We introduce a segmentation algorithm to probe temporal organization of heterogeneities in human heartbeat interval time series. We find that the lengths of segments with different local values of heart rates follow a power-law…

The emergent dynamics of complex systems often arise from the internal dynamical interactions among different elements and hence is to be modeled using multiple variables that represent the different dynamical processes. When such systems…

Chaotic Dynamics · Physics 2024-11-05 Shivam Kumar , R. Misra , G. Ambika

In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic…

Information Theory · Computer Science 2016-02-25 Luca Faes , Alessandro Montalto , Sebastiano Stramaglia , Giandomenico Nollo , Daniele Marinazzo

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

The consistency of the species abundance distribution across diverse communities has attracted widespread attention. In this paper, I argue that the consistency of pattern arises because diverse ecological mechanisms share a common symmetry…

Populations and Evolution · Quantitative Biology 2011-02-28 Steven A. Frank

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

Together with the variational indicators of chaos, the spectral analysis methods have also achieved great popularity in the field of chaos detection. The former are based on the concept of local exponential divergence. The latter are based…

Chaotic Dynamics · Physics 2012-12-14 Nicolás Maffione , Luciano Darriba , Pablo Cincotta , Claudia Giordano

The information shared among observables representing processes of interest is traditionally evaluated in terms of macroscale measures characterizing aggregate properties of the underlying processes and their interactions. Traditional…

Information Theory · Computer Science 2018-01-31 Rui A. P. Perdigão

In machine learning forecasting, standard error metrics such as mean absolute error (MAE) and mean squared error (MSE) quantify discrepancies between predictions and target values. However, these metrics do not directly evaluate the…

Machine Learning · Computer Science 2025-04-17 Zhou Fang , Gianmarco Mengaldo

Detection of material inhomogeneities is an important task in magnetic imaging and plays a significant role in understanding physical processes. For example, in spintronics, the sample heterogeneity determines the onset of current-driven…

Computational Physics · Physics 2021-11-03 Illia Horenko , Davi Rodrigues , Terence O'Kane , Karin Everschor-Sitte

This article illustrates the application of multiple scales analysis to two archetypal quasilinear systems; i.e. to systems involving fast dynamical modes, called fluctuations, that are not directly influenced by fluctuation--fluctuation…

Fluid Dynamics · Physics 2019-03-14 G. Michel , G. P. Chini

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

Different methods are used to determine the scaling exponents associated with a time series describing a complex dynamical process, such as those observed in geophysical systems. Many of these methods are based on the numerical evaluation…

Geophysics · Physics 2007-05-23 Nicola Scafetta , Bruce J. West

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry