Related papers: Information-theoretical analysis of statistical me…
Modeling the evolution of high-dimensional systems from limited snapshot observations at irregular time points poses a significant challenge in quantitative biology and related fields. Traditional approaches often rely on dimensionality…
Increased use of sensor signals from wearable devices as rich sources of physiological data has sparked growing interest in developing health monitoring systems to identify changes in an individual's health profile. Indeed, machine learning…
The gap in statistics between multi-variate and time-series analysis can be bridged by using entropy statistics and recent developments in multi-dimensional scaling. For explaining the evolution of the sciences as non-linear dynamics, the…
This contribution reports an application of MultiFractal Detrended Fluctuation Analysis, MFDFA based novel feature extraction technique for automated detection of epilepsy. In fractal geometry, Multifractal Detrended Fluctuation Analysis…
Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…
We describe how to analyze the wide class of non stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability…
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,…
One limitation on the performance of optical traps is the noise inherently present in every setup. Therefore, it is the desire of most experimentalists to minimize and possibly eliminate noise from their optical trapping experiments. A step…
Stability tests based on the Allan variance method have become a standard procedure for the evaluation of the quality of radio-astronomical instrumentation. They are very simple and simulate the situation when detecting weak signals buried…
In many applications expectation values are calculated by partitioning a single experimental time series into an ensemble of data segments of equal length. Such single trajectory ensemble (STE) is a counterpart to a multiple trajectory…
A recently introduced model of coupled non linear oscillators in a ring is revisited in terms of its information processing capabilities. The use of Lempel-Ziv based entropic measures allows to study thoroughly the complex patterns…
In statistical physics entropy is usually introduced as a global quantity which expresses the amount of information that would be needed to specify the microscopic configuration of a system. However, for lattice models with infinitely many…
Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…
We present a methodology for the study of the dispersion of trajectories of stochastic processes in reconstructed phase spaces from observed data. The methodology allows to find ensembles of analog states, i.e. states that are close in the…
Dynamics of complex social systems has often been described in the framework of temporal networks, where links are considered to exist only at the moment of interaction between nodes. Such interaction patterns are not only driven by…
Local scale invariance (LSI) has been recently proposed as a possible extension of the dynamical scaling in systems at the critical point and during phase ordering. LSI has been applied inter alia to provide predictions for the scaling…
Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…
Even well-designed software systems suffer from chronic performance degradation, also named "software aging", due to internal (e.g. software bugs) and external (e.g. resource exhaustion) impairments. These chronic problems often fly under…
Electronic records contain sequences of events, some of which take place all at once in a single visit, and others that are dispersed over multiple visits, each with a different timestamp. We postulate that fine temporal detail, e.g.,…
In this paper we study the theoretical properties of the simultaneous multiscale change point estimator (SMUCE) proposed by Frick et al. (2014) in regression models with dependent error processes. Empirical studies show that in this case…