GENERALIZED STATISTICAL COMPLEXITY MEASURE
GENERALIZED STATISTICAL COMPLEXITY MEASURE
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DOI：
10.1142/s021812741002606x
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发表时间：
2010-03-01
影响因子：
2.2
通讯作者：
Plastino, Angel
中科院分区：
文献类型：
--
作者：
Rosso, Osvaldo A.;De Micco, Luciana;Plastino, Angel
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 de. ning 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.
