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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…

机器学习 · 计算机科学 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…

统计金融 · 定量金融 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…

混沌动力学 · 物理学 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…

动力系统 · 数学 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…

流体动力学 · 物理学 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…

混沌动力学 · 物理学 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…

混沌动力学 · 物理学 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…

数据分析、统计与概率 · 物理学 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…

神经元与认知 · 定量生物学 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…

混沌动力学 · 物理学 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…

混沌动力学 · 物理学 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…

动力系统 · 数学 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…

计算复杂性 · 计算机科学 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…

混沌动力学 · 物理学 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…

动力系统 · 数学 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…

统计金融 · 定量金融 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…

等离子体物理 · 物理学 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…

信息论 · 计算机科学 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…

混沌动力学 · 物理学 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…

动力系统 · 数学 2021-07-01 Joshua Frisch , Omer Tamuz
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