Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/802456

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Title
Generalized statistical complexity measure: a new tool for dynamical systems
Author/Creator
Rosso, O. A.;  Larrondo, H. A.;  Martin, M. T.;  Plastino, A.
Institution
The University of Newcastle. Faculty of Engineering & Built Environment, School of Electrical Engineering and Computer Science
Description
The generalized Statistical Complexity Measure (SCM) is a functional that characterizes the probability distribution P associated to the time series generated by a dynamical system under study. It quantifies not only randomness but also the presence of correlational structures. In this seminar several fundamental issues are reviewed: a) selection of the information measure I; b) selection of the probability metric space and its corresponding distance D; c) definition of the generalized disequilibrium Q; d) selection of the probability distribution P associated to a dynamical system or time series under study, which in fact! is a basic problem. Here we show that improvements can be expected if the underlying probability distribution is "extracted" by appropriate consideration regarding causal effects in the system's dynamics. Several well-known model-generated time series, usually regarded as being of either stochastic or chaotic nature, are analyzed. The main achievement of this approach is the possibility of clearly distinguish between them in the Entropy-Complexity representation space, something that is rather difficult otherwise.
Relation
2nd International Conference Net-Works 2008. Modelling and Computation on Complex Networks and Related Topics: Proceedings of the 2nd International Conference Net-Works 2008 (Pamplona, Spain 9-11 June, 2008) p. 149-155
Relation
http://www.fisica.unav.es/networks2008
Date
2008
Publisher
Universidad Rey Juan Carlos
Keyword(s)
complexity measure;  Statistical Complexity Measure (SCM);  time series;  probability distribution
Resource Type
conference paper
Identifier
http://hdl.handle.net/1959.13/802456
Identifier
ISBN:9788469138199
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Subject
"Generalized statistical complexity measure: a new tool for dynamical systems"
 
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