Generalized statistical complexity measure

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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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Autor principal: Rosso, O.A
Otros Autores: De Micco, L., Larrondo, H.A, Martín, M.T, Plastino, Angel Luis
Formato: Capítulo de libro
Lenguaje:Inglés
Publicado: World Scientific Publishing Co. Pte Ltd 2010
Acceso en línea:Registro en Scopus
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Biblioteca Central Dr. Luis F. Leloir (FCEN) de Universidad de Buenos Aires
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100 1 |a Rosso, O.A. 
245 1 0 |a Generalized statistical complexity measure 
260 |b World Scientific Publishing Co. Pte Ltd  |c 2010 
270 1 0 |m Rosso, O. A.; Centre for Bioinformatics, School of Electrical Engineering and Computer Science, University of Newcastle, University Drive, Callaghan, NSW 2308, Australia 
504 |a Amiǵo, J.M., Zambrano, S., Sanj́uan, M.A.F., True and false forbidden patterns in deterministic and random dynamics (2007) Europhys. Lett., 79, p. 50001 
504 |a Anteneodo, C., Plastino, A.R., Some features of the Lopez-Ruiz-Mancini-Calbet (LMC) statistical measure of complexity (1996) Phys. Lett. A, 223, pp. 348-354 
504 |a Bandt, C., Pompe, B., Permutation entropy: A natural complexity measure for time series (2002) Phys. Rev. Lett., 88, p. 174102 
504 |a De Micco, L., Gonzalez, C.M., Larrondo, H.A., Mart́i, M.T., Plastino, A., Rosso, O.A., Randomizing nonlinear maps via symbolic dynamics (2008) Physica A, 387, pp. 3373-3383 
504 |a Feldman, D.P., Crutchfield, J.P., Measures of statistical complexity: Why? (1998) Phys. Lett. A, 238, pp. 244-252 
504 |a Keller, K., Sinn, M., Ordinal analysis of time series (2005) Physica A, 356, pp. 114-120 
504 |a Lamberti, P.W., Mart́in, M.T., Plastino, A., Rosso, O.A., Intensive entropic non-triviality measure (2004) Physica A, 334, pp. 119-131 
504 |a Lopez-Ruiz, R., Mancini, H.L., Calbet, X., A statistical measure of complexity (1997) Phys. Lett. A, 209, pp. 321-326 
504 |a Mart́in, M.T., Plastino, A., Rosso, O.A., Statistical complexity and disequilibrium (2003) Phys. Lett. A, 311, pp. 126-132 
504 |a Mart́in, M.T., Plastino, A., Rosso, O.A., Generalized statistical complexity measures: Geometrical and analytical properties (2006) Physica A, 369, pp. 439-462 
504 |a Mischaikow, K., Mrozek, M., Reiss, J., Szymczak, A., Construction of symbolic dynamics from experimental time series (1999) Phys. Rev. Lett., 82, pp. 1114-1147 
504 |a Ott, E., Sauer, T., Yorke, J.A., (1994) Coping with Chaos, , (Wiley, NY) 
504 |a Powell, G.E., Percival, I.C., A spectral entropy method for distinguishing regular and irregular motion of hamiltonian systems (1979) J. Phys. A: Math. Gen., 12, pp. 2053-2071 
504 |a Rosso, O.A., Mairal, M.L., Characterization of time dynamical evolution of electroencephalographic records (2002) Physica A, 312, pp. 469-504 
504 |a Rosso, O.A., Mart́in, M.T., Figliola, A., Keller, K., Plastino, A., EEG analysis using wavelet-based information tools (2006) J. Neurosci. Meth., 153, pp. 163-182 
504 |a Rosso, O.A., Larrondo, H.L., Mart́in, M.T., Plastino, Fuentes, M.A., Distinguishing noise from chaos (2007) Phys. Rev. Lett., 99, p. 154102 
504 |a Shiner, J.S., Davison, M., Landsberg, P.T., Simple measure for complexity (1999) Phys. Rev. e, 59, pp. 1459-1464 
504 |a Sprott, J.C., (2004) Chaos and Time Series Analysis, , (Oxford University Press, Oxford) 
504 |a Zanin, M., Forbidden patterns in financial time series (2008) Chaos, 18, p. 013119 
506 |2 openaire  |e Política editorial 
520 3 |a 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.  |l eng 
536 |a Detalles de la financiación: Consejo Nacional de Investigaciones Científicas y Técnicas, PIP 5687/05, PIP 6036/05 
536 |a Detalles de la financiación: Australian Research Council 
536 |a Detalles de la financiación: Agencia Nacional de Promoción Científica y Tecnológica, PICT 11-21409/04 
536 |a Detalles de la financiación: This work was partially supported by the Con-sejo Nacional de Investigaciones Científicas y Técnicas (CONICET), Argentina (PIP 5687/05, PIP 6036/05) and ANPCyT, Argentina (PICT 11-21409/04). O. A. Rosso gratefully acknowledges support from Australian Research Council (ARC) Centre of Excellence in Bioinformatics and School of Electrical Engineering and Computer Science, The University of Newcastle, Australia. O. A. Rosso is very grateful to the organizers of the workshop, in particular, to Prof. Dr. Hector Mancini, for their very kind hospitality during his stay in Pamplona, Spain. 
593 |a Centre for Bioinformatics, School of Electrical Engineering and Computer Science, University of Newcastle, University Drive, Callaghan, NSW 2308, Australia 
593 |a Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Ciudad Universitaria, 1428 Ciudad Autonoma de Buenos Aires, Argentina 
593 |a Departamentos de Fisica y de Ingenieria Electronica, Facultad de Ingeniería, Universidad Nacional de Mar Del Plata, Juan B. Justo 4302, 7600 Mar del Plata, Argentina 
593 |a Instituto de Física, IFLP-CCT la Plata-Conicet, C.C. 727, 1900 La Plata, Argentina 
690 1 0 |a COMPLEXITY MEASURE 
690 1 0 |a DYNAMICAL SYSTEMS 
690 1 0 |a PROBABILITY 
690 1 0 |a TIME SERIES 
690 1 0 |a COMPLEXITY MEASURES 
690 1 0 |a INFORMATION MEASURES 
690 1 0 |a METRIC SPACES 
690 1 0 |a PICKING UP 
690 1 0 |a STATISTICAL COMPLEXITY 
690 1 0 |a SYSTEM'S DYNAMICS 
690 1 0 |a PROBABILITY DISTRIBUTIONS 
700 1 |a De Micco, L. 
700 1 |a Larrondo, H.A. 
700 1 |a Martín, M.T. 
700 1 |a Plastino, Angel Luis 
773 0 |d World Scientific Publishing Co. Pte Ltd, 2010  |g v. 20  |h pp. 775-785  |k n. 3  |p Int. J. Bifurcation Chaos  |x 02181274  |w (AR-BaUEN)CENRE-5216  |t International Journal of Bifurcation and Chaos 
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856 4 0 |u https://doi.org/10.1142/S021812741002606X  |y DOI 
856 4 0 |u https://hdl.handle.net/20.500.12110/paper_02181274_v20_n3_p775_Rosso  |y Handle 
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