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Related papers: Complexity measure of extreme events

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Multiple metrics have been developed to detect causality relations between data describing the elements constituting complex systems, all of them considering their evolution through time. Here we propose a metric able to detect causality…

Data Analysis, Statistics and Probability · Physics 2016-05-20 Massimiliano Zanin

Complex systems are typically characterized as an intermediate situation between a complete regular structure and a random system. Brain signals can be studied as a striking example of such systems: cortical states can range from highly…

In this chapter we present a new approach to the study of manifestations of chaos in real complex system. Recently we have achieved the following result. In real complex systems the informational measure of chaotic chatacter (IMC) can serve…

Medical Physics · Physics 2016-08-16 Renat M. Yulmetyev , Sergey A. Demin , Peter Hänggi

In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…

We consider the number of Bowen sets which are necessary to cover a large measure subset of the phase space. This introduce some complexity indicator characterizing different kind of (weakly) chaotic dynamics. Since in many systems its…

Dynamical Systems · Mathematics 2015-06-26 S. Galatolo

Extreme events are unusual and rare large-amplitude fluctuations that occur can unexpectedly in nonlinear dynamical systems. Events above the extreme event threshold of the probability distribution of a nonlinear process characterize…

Data Analysis, Statistics and Probability · Physics 2023-03-08 Premraj Durairaj , Sathiyadevi Kanagaraj , Suresh Kumarasamy , Karthikeyan Rajagopal

We review possible measures of complexity which might in particular be applicable to situations where the complexity seems to arise spontaneously. We point out that not all of them correspond to the intuitive (or "naive") notion, and that…

Data Analysis, Statistics and Probability · Physics 2012-08-20 Peter Grassberger

Understanding the dynamics of climate extreme is important in its prediction and modeling. In this study, linear trends in percentile, threshold, absolute, and duration based temperature and precipitation extremes indicator were obtained…

Atmospheric and Oceanic Physics · Physics 2019-09-09 Ibiyinka Fuwape , Sunday Oluyamo , Babatunde Rabiu , Samuel Ogunjo

We address the problem of the relative importance of the intrinsic chaos and the external noise in determining the complexity of population dynamics. We use a recently proposed method for studying the complexity of nonlinear random…

Chaotic Dynamics · Physics 2009-11-07 J. A. Gonzalez , L. Trujillo , A. Escalante

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

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

There is no single universally accepted definition of "Complexity". There are several perspectives on complexity and what constitutes complex behaviour or complex systems, as opposed to regular, predictable behaviour and simple systems. In…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Nithin Nagaraj , Karthi Balasubramanian

The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there…

Medical Physics · Physics 2007-05-23 N. Marwan , N. Wessel , U. Meyerfeldt , A. Schirdewan , J. Kurths

Characterizing complexity and criticality in quantum systems requires diagnostics that are both computationally tractable and physically insightful. We apply a measure of quantum state complexity for n-qubit systems, defined as the…

Quantum Physics · Physics 2026-02-10 Imre Varga

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

We present new measures of complexity and their application to event related potential data. The new measures base on structures of recurrence plots and makes the identification of chaos-chaos transitions possible. The application of these…

Computational Physics · Physics 2007-05-23 Norbert Marwan , Anja Meinke

In a topological dynamical system the complexity of an orbit is a measure of the amount of information (algorithmic information content) that is necessary to describe the orbit. This indicator is invariant up to topological conjugation. We…

Dynamical Systems · Mathematics 2007-05-23 Stefano Galatolo

Some 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 how a…

Chaotic Dynamics · Physics 2007-05-23 Fabio Cecconi , Massimo Falcioni , Angelo Vulpiani

Prediction of events is the challenge in many different disciplines, from meteorology to finance; the more this task is difficult, the more a system is {\it complex}. Nevertheless, even according to this restricted definition, a general…

chao-dyn · Physics 2007-05-23 Maurizio Serva

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
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