相关论文: Advanced analysis of temporal data using Fisher-Sh…

In this chapter, a statistical measure of complexity and the Fisher-Shannon information product are introduced and their properties are discussed. These measures are based on the interplay between the Shannon information, or a function of…

1Hz wind time series recorded at different levels (from 1.5 to 25.5 meters) in an urban area are investigated by using the Fisher-Shannon (FS) analysis. FS analysis is a well known method to get insight of the complex behavior of nonlinear…

Climate is known for being characterised by strong non-linearity and chaotic behaviour. Nevertheless, few studies in climate science adopt statistical methods specifically designed for non-stationary or non-linear systems. Here we show how…

Current tools for multivariate density estimation struggle when the density is concentrated near a nonlinear subspace or manifold. Most approaches require choice of a kernel, with the multivariate Gaussian by far the most commonly used.…

The Fisher Information matrix is a widely used measure for applications ranging from statistical inference, information geometry, experiment design, to the study of criticality in biological systems. Yet there is no commonly accepted…

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena…

This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…

In this work, the calculation of a statistical measure of complexity and the Fisher-Shannon information is performed for all the atoms in the periodic table. Non-relativistic and relativistic cases are considered. We follow the method…

This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…

We propose a new class of univariate nonstationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly-evolving time series as well as time series observations with missing…

Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…

Fisher information, Shannon information entropy and Statistical Complexity are calculated for the interface of a normal metal and a superconductor, as a function of the temperature for several materials. The order parameter $\Psi({\bf r})$…

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Spectroscopy detected in the time domain entails many techniques, such as FTIR, pump-probe, FT-Raman, and 2DES, and applications, such as molecule characterization, excited state dynamics studies, or spectra classifications. Surprisingly,…

In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…

Nonlinear time series analysis is an active field of research that studies the structure of complex signals in order to derive information of the process that generated those series, for understanding, modeling and forecasting purposes. In…

Analyzing time series data is crucial to a wide spectrum of applications, including economics, online marketplaces, and human healthcare. In particular, time series classification plays an indispensable role in segmenting different phases…

The Fisher information matrix is a quantity of fundamental importance for information geometry and asymptotic statistics. In practice, it is widely used to quickly estimate the expected information available in a data set and guide…

We carry out a systematic study of uncertainty measures that are generic to dynamical processes of varied origins, provided they induce suitable continuous probability distributions. The major technical tool are the information theory…

The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…