Journal
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
Volume 20, Issue 3, Pages 775-785Publisher
WORLD SCIENTIFIC PUBL CO PTE LTD
DOI: 10.1142/S021812741002606X
Keywords
Complexity measure
Ask authors/readers for more resources
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 de. ning 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.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available