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Understanding the functional connectivity of the brain has become a major goal of neuroscience. In many situatons, the relative phase difference, together with coherence patterns, have been employed to infer the direction of the information…

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…

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…

Identifying the origin of nonequilibrium characteristics in a generic interacting system having multiple degrees of freedom is a challenging task. In this context, information theoretic measures such as mutual information and related…

Statistical Mechanics · Physics 2025-07-24 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

Symbolic transfer entropy is a powerful non-parametric tool to detect lead-lag between time series. Because a closed expression of the distribution of Transfer Entropy is not known for finite-size samples, statistical testing is often…

Statistical Finance · Quantitative Finance 2022-06-22 Christian Bongiorno , Damien Challet

Multivariate time series analysis is extensively used in neurophysiology with the aim of studying the relationship between simultaneously recorded signals. Recently, advances on information theory and nonlinear dynamical systems theory have…

Chaotic Dynamics · Physics 2007-05-23 Ernesto Pereda , Rodrigo Quian Quiroga , Joydeep Bhattacharya

Differential symbolic entropy, a measure for nonlinear dynamics complexity, is proposed in our contribution. With flexible controlling parameter, the chaotic deterministic measure takes advantage of local nonlinear dynamical information…

Data Analysis, Statistics and Probability · Physics 2018-12-05 Wenpo Yao , Jun Wang

Electrophysiological observation plays a major role in epilepsy evaluation. However, human interpretation of brain signals is subjective and prone to misdiagnosis. Automating this process, especially seizure detection relying on scalp-based…

Machine Learning · Computer Science 2018-07-06 David Ahmedt-Aristizabal , Clinton Fookes , Kien Nguyen , Sridha Sridharan

The prospects of assessing neural complexity (NC) by $q$-statistics of the systemic organization of different types and levels of brain activity were studied. In 70 adult subjects, NC was assessed via the parameter $q$ of $q$-statistics,…

Extracting informative and meaningful temporal segments from high-dimensional wearable sensor data, smart devices, or IoT data is a vital preprocessing step in applications such as Human Activity Recognition (HAR), trajectory prediction,…

Machine Learning · Computer Science 2020-08-10 Shohreh Deldari , Daniel V. Smith , Amin Sadri , Flora D. Salim

Cognitive effort, defined as the relationship between cognitive load and task performance, provides insight into how individuals allocate mental resources during demanding tasks. This construct is particularly important in high-stakes…

Human-Computer Interaction · Computer Science 2026-04-13 Shayla Sharmin , Mohammad Fahim Abrar , Gael Lucero-Palacios , Aditya Raikwar , Roghayeh Leila Barmaki

In neuroelectrophysiology one records electric potentials or magnetic fields generated by ensembles of synchronously active neurons in response to externally presented stimuli. These evoked responses are often produced by multiple…

Medical Physics · Physics 2007-05-23 Kevin H. Knuth , Wilson A. Truccolo , Steven L. Bressler , Mingzhou Ding

The definition of complexity through Statistical Complexity Measures (SCM) has recently seen major improvements. Mostly, effort is concentrated in measures on time series. We propose a SCM definition for spatial dynamical systems. Our…

Statistical Mechanics · Physics 2015-06-17 A. Arbona , C. Bona , B. Miñano , A. Plastino

It has been repeatedly conjectured that the brain retrieves statistical regularities from stimuli. Here we present a new statistical approach allowing to address this conjecture. This approach is based on a new class of stochastic processes…

Neurons and Cognition · Quantitative Biology 2018-01-15 A. Duarte , R. Fraiman , A. Galves , G. Ost , C. Vargas

The classification of electroencephalography (EEG) signals is useful in a wide range of applications such as seizure detection/prediction, motor imagery classification, emotion classification and drug effects diagnosis, amongst others. With…

Signal Processing · Electrical Eng. & Systems 2022-09-05 Phoebe M Asquith , Hisham Ihshaish

We define {\em predictive information} $I_{\rm pred} (T)$ as the mutual information between the past and the future of a time series. Three qualitatively different behaviors are found in the limit of large observation times $T$: $I_{\rm…

Data Analysis, Statistics and Probability · Physics 2011-11-10 William Bialek , Ilya Nemenman , Naftali Tishby

Symbolizations, the base of symbolic dynamic analysis, are classified as global static and local dynamic approaches which are combined by joint entropy in our works for nonlinear dynamic complexity analysis. Two global static methods,…

Data Analysis, Statistics and Probability · Physics 2018-02-07 Wenpo Yao , Jun Wang

To improve the understanding of human gait and to facilitate novel developments in gait rehabilitation, the neural correlates of human gait as measured by means of non-invasive electroencephalography (EEG) have been investigated recently.…

Neurons and Cognition · Quantitative Biology 2020-03-03 Cornelia Herbert , Jan Nachtsheim , Michael Munz

Identifying and quantifying memory are often critical steps in developing a mechanistic understanding of stochastic processes. These are particularly challenging and necessary when exploring processes that exhibit long-range correlations.…

Statistical Mechanics · Physics 2016-04-20 Sarah E. Marzen , James P. Crutchfield

Many physical and physiological signals exhibit complex scale-invariant features characterized by $1/f$ scaling and long-range power-law correlations, suggesting a possibly common control mechanism. Specifically, it has been suggested that…