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Related papers: Complexity Analysis of Environmental Time Series

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This is a paper in the intersection of time series analysis and complexity theory that presents new results on permutation complexity in general and permutation entropy in particular. In this context, permutation complexity refers to the…

Information Theory · Computer Science 2021-11-08 J. M. Amigó , R. Dale , P. Tempesta

We deal here with the issue of determinism versus randomness in time series. One wishes to identify their relative weights in a given time series. Two different tools have been advanced in the literature to such effect, namely, i) the…

Air pollution is known to be a major threat for human and ecosystem health. A proper understanding of the factors generating pollution and of the behavior of air pollution in time is crucial to support the development of effective policies…

Applications · Statistics 2020-04-22 Federico Amato , Mohamed Laib , Fabian Guignard , Mikhail Kanevski

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

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

Conditional differential entropy provides an intuitive measure for relatively ranking time-series complexity by quantifying uncertainty in future observations given past context. However, its direct computation for high-dimensional…

Signal Processing · Electrical Eng. & Systems 2025-10-24 Jacob Ayers , Richard Hahnloser , Julia Ulrich , Lothar Sebastian Krapp , Remo Nitschke , Sabine Stoll , Balthasar Bickel , Reinhard Furrer

Main aim of this topical issue is to report recent advances in noisy nonequilibrium processes useful to describe the dynamics of ecological systems and to address the mechanisms of spatio-temporal pattern formation in ecology both from the…

Biological Physics · Physics 2009-11-13 Astero Provata , Igor M. Sokolov , Bernardo Spagnolo

In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clusters are the probability distribution of the cluster size and…

Statistics Theory · Mathematics 2020-04-08 Marco Oesting , Alexander Schnurr

We demonstrate the presence of chaos in stochastic simulations that are widely used to study biodiversity in nature. The investigation deals with a set of three distinct species that evolve according to the standard rules of mobility,…

Biological Physics · Physics 2017-03-28 D. Bazeia , M. B. P. N. Pereira , A. V. Brito , B. F. de Oliveira , J. G. G. S. Ramos

Preserving biodiversity and ecosystem stability is a challenge that can be pursued through modern statistical mechanics modeling. Here we introduce a variational maximum entropy-based algorithm to evaluate the entropy in a minimal ecosystem…

Biological Physics · Physics 2018-10-17 Mattia Miotto , Lorenzo Monacelli

Approaches for mapping time series to networks have become essential tools for dealing with the increasing challenges of characterizing data from complex systems. Among the different algorithms, the recently proposed ordinal networks stand…

Data Analysis, Statistics and Probability · Physics 2019-10-15 Arthur A. B. Pessa , Haroldo V. Ribeiro

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only…

Data Analysis, Statistics and Probability · Physics 2017-06-13 Haroldo V. Ribeiro , Max Jauregui , Luciano Zunino , Ervin K. Lenzi

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

Understanding causality is challenging and often complicated by changing causal relationships over time and across environments. Climate patterns, for example, shift over time with recurring seasonal trends, while also depending on…

Machine Learning · Computer Science 2025-01-20 Sarah Mameche , Lénaïg Cornanguer , Urmi Ninad , Jilles Vreeken

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

A comprehensive understanding of the behaviours of the various geophysical processes and an effective evaluation of time series (else referred to as "stochastic") simulation models require, among others, detailed investigations across…

Applications · Statistics 2023-03-06 Georgia Papacharalampous , Hristos Tyralis , Yannis Markonis , Martin Hanel

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…

Statistical Mechanics · Physics 2022-10-19 Darko Stosic , Dusan Stosic , Tatijana Stosic , Borko Stosic

Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…

Data Analysis, Statistics and Probability · Physics 2021-03-08 José M. Amigó , Roberto Dale , Piergiulio Tempesta

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi

We introduce Extrema-Segmented Entropy (ExSEnt), a feature-decomposed framework for quantifying time-series complexity that separates temporal from amplitude contributions. The method partitions a signal into monotonic segments by detecting…

Chaotic Dynamics · Physics 2025-09-30 Sara Kamali , Fabiano Baroni , Pablo Varona
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