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

被引：33

作者：

Giuliani, A

Colafranceschi, M

Webber, CL

Zbilut, JP

机构：

[1] Ist Super Sanita, TCE Lab, I-00161 Rome, Italy

[2] Loyola Univ, Stritch Sch Med, Dept Physiol, Maywood, IL 60153 USA

[3] Rush Univ, Dept Physiol & Mol Biophys, Chicago, IL 60612 USA

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2001年 / 301卷 / 1-4期

关键词：

complexity; singular value decomposition; recurrence quantification; Lempel-Ziv information; stochastic process; determinism;

D O I：

10.1016/S0378-4371(01)00427-7

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：567 / 588

页数：22

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