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Journal

2015 | 13 | 1 |

Article title

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

Content

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Languages of publication

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

Contributors

  • Faculty of Agriculture, University of Novi Sad, Dositeja Obradovica Sq. 8, 21000 Novi Sad, Serbia
author
  • Faculty of Sciences, Department of Physics, University of Novi Sad, Dositeja Obradovica Sq. 3, 21000 Novi Sad, Serbia
  • Faculty of Agriculture, University of Novi Sad, Dositeja Obradovica Sq. 8, 21000 Novi Sad, Serbia
  • Faculty of Agriculture, University of Novi Sad, Dositeja Obradovica Sq. 8, 21000 Novi Sad, Serbia

References

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Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.-psjd-doi-10_1515_phys-2015-0001
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