Artículo
Generalized statistical complexity measure
Rosso, Osvaldo Aníbal
; de Micco, Luciana
; Larrondo, Hilda Angela
; Martín, María Teresa
; Plastino, Ángel Luis
Fecha de publicación:
01/2010
Editorial:
World Scientific
Revista:
International Journal Of Bifurcation And Chaos
ISSN:
0218-1274
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
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.
Palabras clave:
COMPLEXITY MEASURE
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Articulos(CCT - MAR DEL PLATA)
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - MAR DEL PLATA
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - MAR DEL PLATA
Articulos(IFLP)
Articulos de INST.DE FISICA LA PLATA
Articulos de INST.DE FISICA LA PLATA
Articulos(SEDE CENTRAL)
Articulos de SEDE CENTRAL
Articulos de SEDE CENTRAL
Citación
Rosso, Osvaldo Aníbal; de Micco, Luciana; Larrondo, Hilda Angela; Martín, María Teresa; Plastino, Ángel Luis; Generalized statistical complexity measure; World Scientific; International Journal Of Bifurcation And Chaos; 20; 3; 1-2010; 775-785
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