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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…

统计金融 · 定量金融 2021-05-11 Geoffrey Ducournau

In this work we have proposed a rigorous mathematical definition for the one dimensional time domain electrophysiological signals and established its relationship with two of the three Dirichlet's conditions. We have argues that any such…

神经元与认知 · 定量生物学 2016-09-08 Kaushik Majumdar , Anagh Pathak , Viswadeep Sarangi

Any continuous curve in a higher dimensional space can be considered a trajectory that can be parameterized by a single variable, usually taken as time. It is well known that a continuous curve can have a fractional dimensionality, which…

数据分析、统计与概率 · 物理学 2024-05-08 Roxana Peña-Mendieta , Ania Mesa-Rodríguez , Ernesto Estevez-Rams , Daniel Estevez-Moya , Danays Kunka

A possible mechanism of time is formulated by developing an idea of time replaced by quantum correlations, with the aid of modern quantum information theory. We invent a microscopic model, where correlations of a closed system are steadily…

量子物理 · 物理学 2011-11-14 Akimasa Miyake

Although the notion of entropy lies at the core of statistical mechanics, it is not often used in statistical mechanical models to characterize phase transitions, a role more usually played by quantities such as various order parameters,…

统计力学 · 物理学 2016-08-31 D. A. Johnston , W. Janke , R. Kenna

Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters,…

数据分析、统计与概率 · 物理学 2016-01-20 Xiaofeng Liu , Aimin Jiang , Ning Xu , Jianru Xue

The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal…

信号处理 · 电气工程与系统科学 2021-06-02 Nazgol Tavabi , Kristina Lerman

Appealing to several multivariate information measures---some familiar, some new here---we analyze the information embedded in discrete-valued stochastic time series. We dissect the uncertainty of a single observation to demonstrate how the…

信息论 · 计算机科学 2015-05-28 Ryan G. James , Christopher J. Ellison , James P. Crutchfield

This paper shows how a time series of measurements of an evolving system can be processed to create an inner time series that is unaffected by any instantaneous invertible, possibly nonlinear transformation of the measurements. An inner…

统计方法学 · 统计学 2017-03-28 David N. Levin

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…

数据分析、统计与概率 · 物理学 2017-06-13 Haroldo V. Ribeiro , Max Jauregui , Luciano Zunino , Ervin K. Lenzi

The problem of defining and studying complexity of a time series has interested people for years. In the context of dynamical systems, Grassberger has suggested that a slow approach of the entropy to its extensive asymptotic limit is a sign…

数据分析、统计与概率 · 物理学 2009-11-07 William Bialek , Ilya Nemenman , Naftali Tishby

A measure called Physical Complexity is established and calculated for a population of sequences, based on statistical physics, automata theory, and information theory. It is a measure of the quantity of information in an organism's genome.…

生物物理 · 物理学 2011-12-02 Gerard Briscoe , Philippe De Wilde

Postulating that spacetime is discrete, we assume that physical space is described by a 3-dimensional cubic lattice.The corresponding symmetry group of rotations has order 24 and motivates the introduction of a cubic shaped graph with 27…

综合物理 · 物理学 2017-08-01 Stan Gudder

We present a methodology to characterize synchronization in time series based on symbolic representations. A symbol is linked to a sequence of numbers through the rank-order of its values. A representation of a time series results after…

数据分析、统计与概率 · 物理学 2009-11-13 Roberto Monetti , Wolfram Bunk , Ferdinand Jamitzky

Human communication is commonly represented as a temporal social network, and evaluated in terms of its uniqueness. We propose a set of new entropy-based measures for human communication dynamics represented within the temporal social…

社会与信息网络 · 计算机科学 2018-10-29 Marcin Kulisiewicz , Przemysław Kazienko , Bolesław K. Szymański , Radosław Michalski

The nervous system represents time-dependent signals in sequences of discrete action potentials or spikes, all spikes are identical so that information is carried only in the spike arrival times. We show how to quantify this information, in…

凝聚态物理 · 物理学 2008-02-03 S. P. Strong , Roland Koberle , Rob R. de Ruyter van Steveninck , William Bialek

The approach for a network behavior description in terms of numerical time-dependant functions of the protocol parameters is suggested. This provides a basis for application of methods of mathematical and theoretical physics for information…

密码学与安全 · 计算机科学 2007-05-23 Vladimir Gudkov , Joseph E. Johnson

We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…

神经元与认知 · 定量生物学 2016-12-08 Masafumi Oizumi , Naotsugu Tsuchiya , Shun-ichi Amari

All entropy is entanglement entropy. This appears as the result of the existence of black holes. The origin of entropy and the way in which it defines the perceived time direction in macroscopic systems has been discussed and can be debated…

综合物理 · 物理学 2022-11-10 Andrei T. Patrascu

A powerful tool is developed for the characterization of chaotic signals. The approach is based on the symbolic encoding of time series (according to their ordinal patterns) combined with the ensuing characterization of the corresponding…

混沌动力学 · 物理学 2017-04-12 Antonio Politi
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