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2015 | 13 | 1 |
Tytuł artykułu

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

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
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.
Wydawca

Czasopismo
Rocznik
Tom
13
Numer
1
Opis fizyczny
Daty
wydano
2015-01-01
otrzymano
2013-03-11
zaakceptowano
2014-06-24
online
2014-09-25
Twórcy
  • Faculty of Agriculture, University of Novi Sad, Dositeja Obradovica Sq. 8, 21000 Novi Sad, Serbia, guto@polj.uns.ac.rs
  • Faculty of Sciences, Department of Physics, University of Novi Sad, Dositeja Obradovica Sq. 3, 21000 Novi Sad, Serbia, gordan.mimic@df.uns.ac.rs
  • Faculty of Agriculture, University of Novi Sad, Dositeja Obradovica Sq. 8, 21000 Novi Sad, Serbia, emily@polj.uns.ac.rs
  • Faculty of Agriculture, University of Novi Sad, Dositeja Obradovica Sq. 8, 21000 Novi Sad, Serbia, ilija@polj.uns.ac.rs
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.-psjd-doi-10_1515_phys-2015-0001
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