A complexity score derived from principal components analysis of nonlinear order measures

Alessandro Giuliani, Mauro Colafranceschi, Charles L Webber and Joseph P Zbilut

Physica A: Statistical Mechanics and its Applications, 2001, vol. 301, issue 1, 567-588

Abstract: The generation of a global “complexity” score for numerical series was derived from a principal components analysis of a group of nonlinear measures of experimental as well simulated series. The concept of complexity was demonstrated to be independent from other descriptors of ordered series such as the amount of variance, the departure from normality and the relative nonstationarity; and to be mainly related to the number of independent elements (or operations) needed to synthesize the series. The possibility of having a univocal ranking of complexity for diverse series opens the way to a wider application of dynamical systems concepts in empirical sciences.

Keywords: Complexity; Singular value decomposition; Recurrence quantification; Lempel–Ziv information; Stochastic process; Determinism (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437101004277
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:301:y:2001:i:1:p:567-588

DOI: 10.1016/S0378-4371(01)00427-7

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().