Generalized statistical complexity measure

A generalized Statistical Complexity Measure (SCM) is a functional that characterizes the probability distribution P associated to the time series generated by a given dynamical system. It quantifies not only randomness but also the presence of correlational structures. We review here several fundam...

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Detalles Bibliográficos
Publicado: 2010
Materias:
Complexity measure
Dynamical systems
Probability
Time series
Complexity measures
Information measures
Metric spaces
Picking up
Statistical complexity
System's dynamics
Probability distributions
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_02181274_v20_n3_p775_Rosso
http://hdl.handle.net/20.500.12110/paper_02181274_v20_n3_p775_Rosso
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_02181274_v20_n3_p775_Rosso
record_format dspace
spelling paper:paper_02181274_v20_n3_p775_Rosso2023-06-08T15:21:18Z Generalized statistical complexity measure Complexity measure Dynamical systems Probability Time series Complexity measures Information measures Metric spaces Picking up Statistical complexity System's dynamics Probability distributions A generalized Statistical Complexity Measure (SCM) is a functional that characterizes the probability distribution P associated to the time series generated by a given dynamical system. It quantifies not only randomness but also the presence of correlational structures. We review here several fundamental issues in such a respect, namely, (a) the selection of the information measure I; (b) the choice of the probability metric space and associated distance D; (c) the question of defining the so-called generalized disequilibrium Q;(d) the adequate way of picking up the probability distribution P associated to a dynamical system or time series under study, which is indeed a fundamental problem. In this communication we show (point d) that sensible improvements in the final results can be expected if the underlying probability distribution is "extracted" via appropriate consideration regarding causal effects in the system's dynamics. © World Scientific Publishing Company. 2010 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_02181274_v20_n3_p775_Rosso http://hdl.handle.net/20.500.12110/paper_02181274_v20_n3_p775_Rosso
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Complexity measure
Dynamical systems
Probability
Time series
Complexity measures
Information measures
Metric spaces
Picking up
Statistical complexity
System's dynamics
Probability distributions
spellingShingle Complexity measure
Dynamical systems
Probability
Time series
Complexity measures
Information measures
Metric spaces
Picking up
Statistical complexity
System's dynamics
Probability distributions
Generalized statistical complexity measure
topic_facet Complexity measure
Dynamical systems
Probability
Time series
Complexity measures
Information measures
Metric spaces
Picking up
Statistical complexity
System's dynamics
Probability distributions
description A generalized Statistical Complexity Measure (SCM) is a functional that characterizes the probability distribution P associated to the time series generated by a given dynamical system. It quantifies not only randomness but also the presence of correlational structures. We review here several fundamental issues in such a respect, namely, (a) the selection of the information measure I; (b) the choice of the probability metric space and associated distance D; (c) the question of defining the so-called generalized disequilibrium Q;(d) the adequate way of picking up the probability distribution P associated to a dynamical system or time series under study, which is indeed a fundamental problem. In this communication we show (point d) that sensible improvements in the final results can be expected if the underlying probability distribution is "extracted" via appropriate consideration regarding causal effects in the system's dynamics. © World Scientific Publishing Company.
title Generalized statistical complexity measure
title_short Generalized statistical complexity measure
title_full Generalized statistical complexity measure
title_fullStr Generalized statistical complexity measure
title_full_unstemmed Generalized statistical complexity measure
title_sort generalized statistical complexity measure
publishDate 2010
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_02181274_v20_n3_p775_Rosso
http://hdl.handle.net/20.500.12110/paper_02181274_v20_n3_p775_Rosso
_version_ 1768543226850967552

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