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2015 | 13 | 1 |
Article title

Novel measures based on the Kolmogorov complexity for use in complex system behavior studies and time series analysis

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EN
Abstracts
EN
We propose novel metrics based on the Kolmogorov complexity for use in complex system behavior studies and time series analysis. We consider the origins of the Kolmogorov complexity and discuss its physical meaning. To get better insights into the nature of complex systems and time series analysis we introduce three novel measures based on the Kolmogorov complexity: (i) the Kolmogorov complexity spectrum, (ii) the Kolmogorov complexity spectrum highest value and (iii) the overall Kolmogorov complexity. The characteristics of these measures have been tested using a generalized logistic equation. Finally, the proposed measures have been applied to different time series originating from: a model output (the biochemical substance exchange in a multi-cell system), four different geophysical phenomena (dynamics of: river flow, long term precipitation, indoor 222Rn concentration and UV radiation dose) and the economy (stock price dynamics). The results obtained offer deeper insights into the complexity of system dynamics and time series analysis with the proposed complexity measures.
Publisher
Journal
Year
Volume
13
Issue
1
Physical description
Dates
published
1 - 1 - 2015
received
11 - 3 - 2013
accepted
24 - 6 - 2014
online
25 - 9 - 2014
References
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Document Type
Publication order reference
YADDA identifier
bwmeta1.element.-psjd-doi-10_1515_phys-2015-0001
Identifiers
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