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Rosso, O.A.; De Micco, L.; Larrondo, H.A.; Martín, M.T.; Plastino, A. "Generalized statistical complexity measure" (2010) International Journal of Bifurcation and Chaos. 20(3):775-785
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Abstract:

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.

Registro:

Documento: Artículo
Título:Generalized statistical complexity measure
Autor:Rosso, O.A.; De Micco, L.; Larrondo, H.A.; Martín, M.T.; Plastino, A.
Filiación:Centre for Bioinformatics, School of Electrical Engineering and Computer Science, University of Newcastle, University Drive, Callaghan, NSW 2308, Australia
Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Ciudad Universitaria, 1428 Ciudad Autonoma de Buenos Aires, Argentina
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
Instituto de Física, IFLP-CCT la Plata-Conicet, C.C. 727, 1900 La Plata, Argentina
Palabras clave:Complexity measure; Dynamical systems; Probability; Time series; Complexity measures; Information measures; Metric spaces; Picking up; Statistical complexity; System's dynamics; Probability distributions
Año:2010
Volumen:20
Número:3
Página de inicio:775
Página de fin:785
DOI: http://dx.doi.org/10.1142/S021812741002606X
Título revista:International Journal of Bifurcation and Chaos
Título revista abreviado:Int. J. Bifurcation Chaos
ISSN:02181274
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_02181274_v20_n3_p775_Rosso

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Citas:

---------- APA ----------
Rosso, O.A., De Micco, L., Larrondo, H.A., Martín, M.T. & Plastino, A. (2010) . Generalized statistical complexity measure. International Journal of Bifurcation and Chaos, 20(3), 775-785.
http://dx.doi.org/10.1142/S021812741002606X
---------- CHICAGO ----------
Rosso, O.A., De Micco, L., Larrondo, H.A., Martín, M.T., Plastino, A. "Generalized statistical complexity measure" . International Journal of Bifurcation and Chaos 20, no. 3 (2010) : 775-785.
http://dx.doi.org/10.1142/S021812741002606X
---------- MLA ----------
Rosso, O.A., De Micco, L., Larrondo, H.A., Martín, M.T., Plastino, A. "Generalized statistical complexity measure" . International Journal of Bifurcation and Chaos, vol. 20, no. 3, 2010, pp. 775-785.
http://dx.doi.org/10.1142/S021812741002606X
---------- VANCOUVER ----------
Rosso, O.A., De Micco, L., Larrondo, H.A., Martín, M.T., Plastino, A. Generalized statistical complexity measure. Int. J. Bifurcation Chaos. 2010;20(3):775-785.
http://dx.doi.org/10.1142/S021812741002606X