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Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…

Machine Learning · Computer Science 2007-07-13 Christopher C. Strelioff , James P. Crutchfield

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

The symbolic dynamics technique is well-known for low-dimensional dynamical systems and chaotic maps, and lies at the roots of the thermodynamic formalism of dynamical systems. Here we show that this technique can also be successfully…

Chaotic Dynamics · Physics 2017-08-02 Dan Xu , Christian Beck

We consider shift spaces in which elements of the alphabet may overlap nontransitively. We define a notion of entropy for such spaces, give several techniques for computing lower bounds for it, and show that it is equal to a limit of…

Dynamical Systems · Mathematics 2010-11-16 Fabio Drucker , David Richeson , Jim Wiseman

In turbulent flows, energy production is associated with highly organized structures, known as coherent structures. Since these structures are three-dimensional, their detection remains challenging in the most common situation, when…

Fluid Dynamics · Physics 2023-09-12 Subharthi Chowdhuri , Tirtha Banerjee

We present a method based on symbolic dynamics for the detection of synchronization in networks of coupled maps and distinguishing between chaotic and random iterations. The symbolic dynamics are defined using special partitions of the…

Chaotic Dynamics · Physics 2007-05-23 Sarika Jalan , Fatihcan M. Atay , Jürgen Jost

There is a growing interest in methods for detecting and interpreting changes in experimental time evolution data. Based on measured time series, the quantitative characterization of dynamical phase transitions at bifurcation points of the…

Chaotic Dynamics · Physics 2024-07-19 Bulcsú Sándor , András Rusu , Károly Dénes , Mária Ercsey-Ravasz , Zsolt I. Lázár

The thresholding of time series of activity or intensity is frequently used to define and differentiate events. This is either implicit, for example due to resolution limits, or explicit, in order to filter certain small scale physics from…

Data Analysis, Statistics and Probability · Physics 2015-05-20 Francesc Font-Clos , Gunnar Pruessner , Anna Deluca , Nicholas R. Moloney

We propose a straightforward extension of symbolic transfer entropy to enable the investigation of delayed directional relationships between coupled dynamical systems from time series. Analyzing time series from chaotic model systems, we…

Neurons and Cognition · Quantitative Biology 2016-10-10 Henning Dickten , Klaus Lehnertz

Nonlinear dynamical systems subjected to a combination of noise and time-varying forcing can exhibit sudden changes, critical transitions or tipping points where large or rapid dynamic effects arise from changes in a parameter that are…

Chaotic Dynamics · Physics 2024-05-21 Peter Ashwin , Julian Newman , Raphael Römer

Nonlinear dynamical systems may be exposed to tipping points, critical thresholds at which small changes in the external inputs or in the systems parameters abruptly shift the system to an alternative state with a contrasting dynamical…

Chaotic Dynamics · Physics 2016-10-07 Everton S. Medeiros , Iberê L. Caldas , Murilo S. Baptista , Ulrike Feudel

The decimal expansion real numbers, familiar to us all, has a dramatic generalization to representation of dynamical system orbits by symbolic sequences. The natural way to associate a symbolic sequence with an orbit is to track its history…

Dynamical Systems · Mathematics 2016-09-06 Roy Adler

Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…

Computational Complexity · Computer Science 2024-09-24 Dian Jin

Tipping behavior can occur when an equilibrium of a dynamical system loses stability in response to a slowly varying parameter crossing a bifurcation threshold, or where noise drives a system from one attractor to another, or some…

Chaotic Dynamics · Physics 2026-01-26 Raphael Römer , Peter Ashwin

This work describes the way that topological mixing and chaos in continua, as induced by discrete dynamical systems, can or can't be understood through topological conjugacy with symbolic dynamical systems. For example, there is no symbolic…

Dynamical Systems · Mathematics 2023-09-19 Arnaldo Rodriguez-Gonzalez

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

A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…

Plasma Physics · Physics 2018-01-17 Audun Theodorsen , Odd Erik Garcia

Threshold effects in the estimation of parameters of non-linearly modulated, continuous-time, wide-band waveforms, are examined from a statistical physics perspective. These threshold effects are shown to be analogous to phase transitions…

Information Theory · Computer Science 2010-05-21 Neri Merhav

A symbolic analysis of observed time series data requires making a discrete partition of a continuous state space containing observations of the dynamics. A particular kind of partition, called ``generating'', preserves all dynamical…

Chaotic Dynamics · Physics 2009-11-10 Matthew B. Kennel , Michael Buhl

A probability measure is a characteristic measure of a topological dynamical system if it is invariant to the automorphism group of the system. We show that zero entropy shifts always admit characteristic measures. We use similar techniques…

Dynamical Systems · Mathematics 2021-07-01 Joshua Frisch , Omer Tamuz
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