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The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Other Statistics · Statistics 2017-07-05 G. Corso , T. L. Prado , G. Z. dos S. Lima , S. R. Lopes

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

Measuring the complexity of high-dimensional data in physical systems becomes a critical factor in determining the information and quality of the systems. However, traditional metrics, such as Lyapunov exponent, fractal dimension, and…

Physics and Society · Physics 2026-03-03 Seong-Gyun Im , Taewoo Kang , S. Joon Kwon

We propose a metric to characterize the complex behavior of a dynamical system and to distinguish between organized and disorganized complexity. The approach combines two quantities that separately assess the degree of unpredictability of…

Physics and Society · Physics 2020-02-17 C. Letellier , I. Leyva , I. Sendiña-Nadal

The analysis of temporal networks heavily depends on the analysis of time-respecting paths. However, before being able to model and analyze the time-respecting paths, we have to infer the timescales at which the temporal edges influence…

Physics and Society · Physics 2023-01-30 Luka V. Petrović , Anatol Wegner , Ingo Scholtes

We develop a complexity measure for large-scale economic systems based on Shannon's concept of entropy. By adopting Leontief's perspective of the production process as a circular flow, we formulate the process as a Markov chain. Then we…

General Finance · Quantitative Finance 2017-07-12 Dave Zachariah , Paul Cockshott

We introduce a simple analysis of the structural complexity of infinite-memory processes built from random samples of stationary, ergodic finite-memory component processes. Such processes are familiar from the well known multi-arm Bandit…

Statistical Mechanics · Physics 2015-04-03 James P. Crutchfield , Sarah Marzen

We study the notion of approximate entropy within the framework of network theory. Approximate entropy is an uncertainty measure originally proposed in the context of dynamical systems and time series. We firstly define a purely structural…

Disordered Systems and Neural Networks · Physics 2013-05-30 James West , Lucas Lacasa , Simone Severini , Andrew Teschendorff

Information theory is a powerful framework for quantifying complexity, uncertainty, and dynamical structure in time-series data, with widespread applicability across disciplines such as physics, finance, and neuroscience. However, the…

Information Theory · Computer Science 2026-01-26 Annie G. Bryant , Oliver M. Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

Different notions of entropy play a fundamental role in the classical theory of dynamical systems. Unlike many other concepts used to analyze autonomous dynamics, both measure-theoretic and topological entropy can be extended quite…

Dynamical Systems · Mathematics 2017-08-03 Christoph Kawan

This paper re-examines the use of response time to infer problem complexity. It revisits a canonical Wald model of optimal stopping, taking signal-to-noise ratio as a measure of problem complexity. While choice quality is monotone in…

Theoretical Economics · Economics 2024-06-19 Duarte Gonçalves

Complexity remains one of the central challenges in science and technology. Although several approaches at defining and/or quantifying complexity have been proposed, at some point each of them seems to run into intrinsic limitations or…

Other Computer Science · Computer Science 2021-10-05 Luciano da F. Costa , Guilherme S. Domingues

The term {\em complexity} is used informally both as a quality and as a quantity. As a quality, complexity has something to do with our ability to understand a system or object -- we understand simple systems, but not complex ones. On…

Adaptation and Self-Organizing Systems · Physics 2009-11-19 Russell K. Standish

In this paper, we revisit a central concept in Kolmogorov complexity in which one would equate program-size complexity with information content. Despite the fact that Kolmogorov complexity has been widely accepted as an objective measure of…

Information Theory · Computer Science 2017-10-19 Fouad B. Chedid

We give arguments for the existence of a thermodynamics of quantum complexity that includes a "Second Law of Complexity". To guide us, we derive a correspondence between the computational (circuit) complexity of a quantum system of $K$…

High Energy Physics - Theory · Physics 2018-12-07 Adam R. Brown , Leonard Susskind

We study entropy-bounded computational geometry, that is, geometric algorithms whose running times depend on a given measure of the input entropy. Specifically, we introduce a measure that we call range-partition entropy, which unifies and…

Computational Geometry · Computer Science 2025-08-29 David Eppstein , Michael T. Goodrich , Abraham M. Illickan , Claire A. To

We develop a theory of complexity for numerical computations that takes into account the condition of the input data and allows for roundoff in the computations. We follow the lines of the theory developed by Blum, Shub, and Smale for…

Computational Complexity · Computer Science 2014-06-09 Felipe Cucker

In the first part of this paper, we present a unified framework for analyzing the algorithmic complexity of any optimization problem, whether it be continuous or discrete in nature. This helps to formalize notions like "input", "size" and…

Optimization and Control · Mathematics 2022-07-06 Amitabh Basu

This article is a short introduction to generic case complexity, which is a recently developed way of measuring the difficulty of a computational problem while ignoring atypical behavior on a small set of inputs. Generic case complexity…

Computational Complexity · Computer Science 2007-07-11 Robert Gilman , Alexei G. Miasnikov , Alexey D. Myasnikov , Alexander Ushakov

We discuss some aspects of the extension to continuous systems of a statistical measure of complexity introduced by Lopez-Ruiz, Mancini and Calbet (LMC) [Phys. Lett. A 209 (1995) 321]. In general, the extension of a magnitude from the…

Chaotic Dynamics · Physics 2009-11-07 Raquel G. Catalan , Jose Garay , Ricardo Lopez-Ruiz
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