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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…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…

Statistical Mechanics · Physics 2026-03-31 Tuan Pham , Deepak Gupta

Estimation of permutation entropy (PE) using Bayesian statistical methods is presented for systems where the ordinal pattern sampling follows an independent, multinomial distribution. It is demonstrated that the PE posterior distribution is…

Data Analysis, Statistics and Probability · Physics 2022-02-09 Douglas J. Little , Joshua P. Toomey , Deb M. Kane

A model's interpretability is essential to many practical applications such as clinical decision support systems. In this paper, a novel interpretable machine learning method is presented, which can model the relationship between input…

Machine Learning · Computer Science 2022-12-06 Heming Yao , Harm Derksen , Jessica R. Golbus , Justin Zhang , Keith D. Aaronson , Jonathan Gryak , Kayvan Najarian

This paper presents a fuzzy system approach to the prediction of nonlinear time-series and dynamical systems. To do this, the underlying mechanism governing a time-series is perceived by a modified structure of a fuzzy system in order to…

Dynamical Systems · Mathematics 2022-06-28 Paulo A. Salgado , T-P Azevedo Perdicoúlis

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

Fuzzy time series forecasting methods are very popular among researchers for predicting future values as they are not based on the strict assumptions of traditional time series forecasting methods. Non-stochastic methods of fuzzy time…

Machine Learning · Computer Science 2020-10-23 Kiran Bisht , Arun Kumar

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 consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Anton Glushchenko , Konstantin Lastochkin

Multiple hypothesis testing is a significant problem in nearly all neuroimaging studies. In order to correct for this phenomena, we require a reliable estimate of the Family-Wise Error Rate (FWER). The well known Bonferroni correction…

Computation · Statistics 2015-02-17 Chris Hinrichs , Vamsi K Ithapu , Qinyuan Sun , Sterling C Johnson , Vikas Singh

The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Teresa Dalle Nogare , Ben D. Fulcher

Motivated by the need to statistically quantify differences between modern (complex) data-sets which commonly result as high-resolution measurements of stochastic processes varying over a continuum, we propose novel testing procedures to…

Methodology · Statistics 2022-06-15 Anne van Delft , Holger Dette

We consider stochastic energy balance and entropy production (EP) in a generalized Langevin dynamics of macrospins, allowing for both amplitude and direction fluctuations, under external magnetic field. EP is calculated using Fokker-Planck…

Statistical Mechanics · Physics 2015-10-09 Swarnali Bandopadhyay , Debasish Chaudhuri , A. M. Jayannavar

In this paper, a combination of fuzzy clustering estimation and sliding mode control is used to control a quadrotor system, whose mathematical model is complex and has unknown elements, including structure, parameters, and so on. In…

Systems and Control · Electrical Eng. & Systems 2023-11-15 Moufid Bouhentala , Mouna Ghanai , Kheireddine Chafaa

Biomedical signals often comprise multiple non-sinusoidal oscillatory components whose amplitude modulation (AM) and instantaneous frequency (IF) may themselves be governed by additional (second-order) oscillatory dynamics with time-varying…

Applications · Statistics 2026-05-05 Jennifer Laine , Hau-Tieng Wu

The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…

Data Analysis, Statistics and Probability · Physics 2016-04-07 Jonathan F. Donges , Reik V. Donner , Jürgen Kurths

This paper introduces FANTF (Fuzzy Attention Network-Based Transformers), a novel approach that integrates fuzzy logic with existing transformer architectures to advance time series forecasting, classification, and anomaly detection tasks.…

Machine Learning · Computer Science 2025-04-02 Sanjay Chakraborty , Fredrik Heintz

We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

The partial transpose of density matrices in many-body quantum systems, in which one takes the transpose only for a subsystem of the full Hilbert space, has been recognized as a useful tool to diagnose quantum entanglement. It can be used,…

Strongly Correlated Electrons · Physics 2017-04-12 Hassan Shapourian , Ken Shiozaki , Shinsei Ryu

Fluctuation theorems (FTs) quantify the thermodynamic reversibility of a system, and for deterministic systems they are defined in terms of the dissipation function. However, in a nonequilibrium steady state of deterministic dynamics, the…

Statistical Mechanics · Physics 2026-03-24 Stephen Sanderson , Charlotte F. Petersen , Debra J. Searles