Entropic nonextensivity as a measure of time series complexity

Milan Rajković

Physica A: Statistical Mechanics and its Applications, 2004, vol. 340, issue 1, 327-333

Abstract: Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the trajectory manifold, and the entropy of the globally linearized manifold. When the entropies are Tsallis entropies, the complexity is characterized by the value of q.

Keywords: Nonextensive statistical mechanics; Dynamical systems; Time series; Entropy; Complexity (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:340:y:2004:i:1:p:327-333

DOI: 10.1016/j.physa.2004.04.023

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