Distinguishing noise from chaos

Linear mixed-effect models for correlated response to process electroencephalogram recordings

A data set of clinical studies of electroencephalogram recordings (EEG) following data acquisition protocols in control individuals (Eyes Closed Wakefulness - Eyes Open Wakefulness, Hyperventilation, and Optostimulation) are quantified with information theory metrics, namely permutation Shanon entropy and permutation Lempel Ziv complexity, to identify functional changes. This work implement Linear mixed-effects models (LMEMs) for confirmatory hypothesis testing. The results show that EEGs have high variability for both metrics and there is a positive correlation between them. The mean of permutation Lempel-Ziv complexity and permutation Shanon entropy used simultaneously for each of the four states are distinguishable from each other. However, used separately, the differences between permutation Lempel-Ziv complexity or permutation Shanon entropy of some states were not statistically significant. This shows that the joint use of both metrics provides more information than the separate use of each of them. Despite their wide use in medicine, LMEMs have not been commonly applied to simultaneously model metrics that quantify EEG signals. Modeling EEGs using a model that characterizes more than one response variable and their possible correlations represents a new way of analyzing EEG data in neuroscience.

Multifractal analysis of maize and soybean DNA

This paper investigates the complexity of DNA sequences in maize and soybean using the multifractal detrended fluctuation analysis (MF-DFA) method, chaos game representation (CGR), and the complexity-entropy plane approach. The study aims to understand the patterns and structures of these DNA sequences, which can provide insights into their genetic makeup and improve crop yield and quality. The results show that maize and soybean DNA sequences exhibit fractal properties, indicating a complex and self-organizing structure. We observe the persistence trend between sequences of base pairs, which indicates long-range correlations between base pairs. We also identified the stochastic nature of the DNA sequences of both species.

Characterizing unstructured data with the nearest neighbor permutation entropy

Permutation entropy and its associated frameworks are remarkable examples of physics-inspired techniques adept at processing complex and extensive datasets. Despite substantial progress in developing and applying these tools, their use has been predominantly limited to structured datasets such as time series or images. Here, we introduce the k-nearest neighbor permutation entropy, an innovative extension of the permutation entropy tailored for unstructured data, irrespective of their spatial or temporal configuration and dimensionality. Our approach builds upon nearest neighbor graphs to establish neighborhood relations and uses random walks to extract ordinal patterns and their distribution, thereby defining the k-nearest neighbor permutation entropy. This tool not only adeptly identifies variations in patterns of unstructured data but also does so with a precision that significantly surpasses conventional measures such as spatial autocorrelation. Additionally, it provides a natural approach for incorporating amplitude information and time gaps when analyzing time series or images, thus significantly enhancing its noise resilience and predictive capabilities compared to the usual permutation entropy. Our research substantially expands the applicability of ordinal methods to more general data types, opening promising research avenues for extending the permutation entropy toolkit for unstructured data.

Experimental Analysis of Smart Drilling for the Furniture Industry in the Era of Industry 4.0

The fact is that hundreds of holes are drilled in the assembly process of furniture sets, so intelligent drilling is a key element in maximizing efficiency. Increasing the feed rate or the cutting speed in materials characterized by a higher machinability index is necessary. Smart drilling, that is, the real-time adjustment of the cutting parameters, requires the evolution of cutting process variables. In addition, it is necessary to control and adjust the processing parameters in real time. Machinability is one of the most important technological properties in the machining process, enabling the determination of the material's susceptibility to machining. One of the machinability indicators is the unit cutting resistance. This article proposes a method of material identification using the short-time Fourier transform in order to automatically adjust cutting parameters during drilling based on force signals, cutting torque and acceleration signals. In the tests, four types of wood-based materials were used as the processed material: medium-density fiberboard, chipboard, plywood board and high-pressure laminate. Holes with a diameter of 10 mm were drilled in the test materials, with variable feed rate, cutting speed and thickness of cutting layer. An innovative method for determining the value of unit cutting resistance was proposed. The results obtained were used to determine the machinability index. Based on the test results, it was shown that both the selected signal measures in the time and frequency domains and the unit cutting resistance are constant for a given material of a workpiece and do not depend on the drilling process parameters. In this article, the methodology is proposed, which can be used as an intelligent technique to support the drilling process to detect the material being machined using data from sensors installed on the machine tool. The work proposes the fundamentals for material identification based on the analysis of force signals and the magnitude of force derivatives. The proposed methodology shows effectiveness, which proves that it can be used in intelligent drilling processes. Hybrid wood-based material structures consisting of different materials are becoming more and more common in building structures for strength, economic and environmental reasons. Due to the difference in the machinability of interconnected materials, cutting parameters must be optimized in real time during machining. Currently, with the rapid development of Industry 4.0, the on-line identification of parameters is becoming necessary to improve the process flow in industrial reality. The proposed methodology can be used as an intelligent technique to support the drilling process in order to detect the material being processed using data from sensors installed on the machine tool.

Effect of correlation time of combustion noise on early warning indicators of thermoacoustic instability

In this paper, we analyze the effects of finite correlation time (noise color) of combustion noise on noise-induced coherence and early warning indicators (EWIs) via numerical and experimental studies. We consider the Rijke tube as a prototypical combustion system and model combustion noise as an additive Ornstein-Uhlenbeck process while varying noise intensity and correlation time. We numerically investigate corresponding effects on coherence resonance and multi-fractal properties of pressure fluctuations. Subsequently, we experimentally validate results and elucidate the influence of noise color and intensity on trends in coherence resonance and multi-fractal measures that can be expected in a practical scenario using an electroacoustic simulator. We find that the coherence factor, which quantifies the relative contribution of coherent oscillations in a noisy signal, increases as the system approaches the thermoacoustic instability-irrespective of the correlation time. It works at most levels of combustion noise (except for too low and too high noise levels). The Hurst exponent reduces as the system approaches thermoacoustic instability only when the correlation time is small. These results have implications on the prediction and monitoring of thermoacoustic instability in practical combustors.

Dispersion complexity-entropy curves: An effective method to characterize the structures of nonlinear time series

The complexity-entropy curve (CEC) is a valuable tool for characterizing the structure of time series and finds broad application across various research fields. Despite its widespread usage, the original permutation complexity-entropy curve (PCEC), which is founded on permutation entropy (PE), exhibits a notable limitation: its inability to take the means and amplitudes of time series into considerations. This oversight can lead to inaccuracies in differentiating time series. In this paper, drawing inspiration from dispersion entropy (DE), we propose the dispersion complexity-entropy curve (DCEC) to enhance the capability of CEC in uncovering the concealed structures within nonlinear time series. Our approach initiates with simulated data including the logistic map, color noises, and various chaotic systems. The outcomes of our simulated experiments consistently showcase the effectiveness of DCEC in distinguishing nonlinear time series with diverse characteristics. Furthermore, we extend the application of DCEC to real-world data, thereby asserting its practical utility. A novel approach is proposed, wherein DCEC-based feature extraction is combined with multivariate support vector machine for the diagnosis of various types of bearing faults. This combination achieved a high accuracy rate in our experiments. Additionally, we employ DCEC to assess stock indices from different countries and periods, thereby facilitating an analysis of the complexity inherent in financial markets. Our findings reveal significant insights into the dynamic regularities and distinct structures of these indices, offering a novel perspective for analyzing financial time series. Collectively, these applications underscore the potential of DCEC as an effective tool for the nonlinear time series analysis.

Entropy Estimators for Markovian Sequences: A Comparative Analysis

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data and the lack of unbiased estimators. Most existing entropy estimators are designed for sequences of independent events and their performances vary depending on the system being studied and the available data size. In this work, we compare different entropy estimators and their performance when applied to Markovian sequences. Specifically, we analyze both binary Markovian sequences and Markovian systems in the undersampled regime. We calculate the bias, standard deviation, and mean squared error for some of the most widely employed estimators. We discuss the limitations of entropy estimation as a function of the transition probabilities of the Markov processes and the sample size. Overall, this paper provides a comprehensive comparison of entropy estimators and their performance in estimating entropy for systems with memory, which can be useful for researchers and practitioners in various fields.

Daily Streamflow of Argentine Rivers Analysis Using Information Theory Quantifiers

This paper analyzes the temporal evolution of streamflow for different rivers in Argentina based on information quantifiers such as statistical complexity and permutation entropy. The main objective is to identify key details of the dynamics of the analyzed time series to differentiate the degrees of randomness and chaos. The permutation entropy is used with the probability distribution of ordinal patterns and the Jensen-Shannon divergence to calculate the disequilibrium and the statistical complexity. Daily streamflow series at different river stations were analyzed to classify the different hydrological systems. The complexity-entropy causality plane (CECP) and the representation of the Shannon entropy and Fisher information measure (FIM) show that the daily discharge series could be approximately represented with Gaussian noise, but the variances highlight the difficulty of modeling a series of natural phenomena. An analysis of stations downstream from the Yacyretá dam shows that the operation affects the randomness of the daily discharge series at hydrometric stations near the dam. When the station is further downstream, however, this effect is attenuated. Furthermore, the size of the basin plays a relevant role in modulating the process. Large catchments have smaller values for entropy, and the signal is less noisy due to integration over larger time scales. In contrast, small and mountainous basins present a rapid response that influences the behavior of daily discharge while presenting a higher entropy and lower complexity. The results obtained in the present study characterize the behavior of the daily discharge series in Argentine rivers and provide key information for hydrological modeling.

Dynamic state of low-Reynolds-number turbulent channel flow

We numerically study the dynamic state of a low-Reynolds-number turbulent channel flow from the viewpoints of symbolic dynamics and nonlinear forecasting. A low-dimensionally (high-dimensionally) chaotic state of the streamwise velocity fluctuations emerges at a viscous sublayer (logarithmic layer). The possible presence of the chaotic states is clearly identified by orbital instability-based nonlinear forecasting and ordinal partition transition network entropy in combination with the surrogate data method.

Systematic analysis and optimization of early warning signals for critical transitions using distribution data

Abrupt shifts between alternative regimes occur in complex systems, from cell regulation to brain functions to ecosystems. Several model-free early warning signals (EWS) have been proposed to detect impending transitions, but failure or poor performance in some systems have called for better investigation of their generic applicability. Notably, there are still ongoing debates whether such signals can be successfully extracted from data in particular from biological experiments. In this work, we systematically investigate properties and performance of dynamical EWS in different deteriorating conditions, and we propose an optimized combination to trigger warnings as early as possible, eventually verified on experimental data from microbiological populations. Our results explain discrepancies observed in the literature between warning signs extracted from simulated models and from real data, provide guidance for EWS selection based on desired systems and suggest an optimized composite indicator to alert for impending critical transitions using distribution data.

Ordinal Poincaré sections: Reconstructing the first return map from an ordinal segmentation of time series

We propose a robust algorithm for constructing first return maps of dynamical systems from time series without the need for embedding. A first return map is typically constructed using a convenient heuristic (maxima or zero-crossings of the time series, for example) or a computationally nuanced geometric approach (explicitly constructing a Poincaré section from a hyper-surface normal to the flow and then interpolating to determine intersections with trajectories). Our method is based on ordinal partitions of the time series, and the first return map is constructed from successive intersections with specific ordinal sequences. We can obtain distinct first return maps for each ordinal sequence in general. We define entropy-based measures to guide our selection of the ordinal sequence for a "good" first return map and show that this method can robustly be applied to time series from classical chaotic systems to extract the underlying first return map dynamics. The results are shown for several well-known dynamical systems (Lorenz, Rössler, and Mackey-Glass in chaotic regimes).

Ordinal pattern-based complexity analysis of high-dimensional chaotic time series

The ordinal pattern-based complexity-entropy plane is a popular tool in nonlinear dynamics for distinguishing stochastic signals (noise) from deterministic chaos. Its performance, however, has mainly been demonstrated for time series from low-dimensional discrete or continuous dynamical systems. In order to evaluate the usefulness and power of the complexity-entropy (CE) plane approach for data representing high-dimensional chaotic dynamics, we applied this method to time series generated by the Lorenz-96 system, the generalized Hénon map, the Mackey-Glass equation, the Kuramoto-Sivashinsky equation, and to phase-randomized surrogates of these data. We find that both the high-dimensional deterministic time series and the stochastic surrogate data may be located in the same region of the complexity-entropy plane, and their representations show very similar behavior with varying lag and pattern lengths. Therefore, the classification of these data by means of their position in the CE plane can be challenging or even misleading, while surrogate data tests based on (entropy, complexity) yield significant results in most cases.

Characterizing the information transmission of inverse stochastic resonance and noise-induced activity amplification in neuronal systems

Purkinje cells exhibit a reduction of the mean firing rate at intermediate-noise intensities, which is somewhat reminiscent of the response enhancement known as "stochastic resonance" (SR). Although the comparison with the stochastic resonance ends here, the current phenomenon has been given the name "inverse stochastic resonance" (ISR). Recent research has demonstrated that the ISR effect, like its close relative "nonstandard SR" [or, more correctly, noise-induced activity amplification (NIAA)], has been shown to stem from the weak-noise quenching of the initial distribution, in bistable regimes where the metastable state has a larger attraction basin than the global minimum. To understand the underlying mechanism of the ISR and NIAA phenomena, we study the probability distribution function of a one-dimensional system subjected to a bistable potential that has the property of symmetry, i.e., if we change the sign of one of its parameters, we can obtain both phenomena with the same properties in the depth of the wells and the width of their basins of attraction subjected to Gaussian white noise with variable intensity. Previous work has shown that one can theoretically determine the probability distribution function using the convex sum between the behavior at small and high noise intensities. To determine the probability distribution function more precisely, we resort to the "weighted ensemble Brownian dynamics simulation" model, which provides an accurate estimate of the probability distribution function for both low and high noise intensities and, most importantly, for the transition of both behaviors. In this way, on the one hand, we show that both phenomena emerge from a metastable system where, in the case of ISR, the global minimum of the system is in a state of lower activity, while in the case of NIAA, the global minimum is in a state of increased activity, the importance of which does not depend on the width of the basins of attraction. On the other hand, we see that quantifiers such as Fisher information, statistical complexity, and especially Shannon entropy fail to distinguish them, but they show the existence of the mentioned phenomena. Thus, noise management may well be a mechanism by which Purkinje cells find an efficient way to transmit information in the cerebral cortex.

Complexity of couplings in multivariate time series via ordinal persistent homology

We propose a new measure of the complexity of couplings in multivariate time series by combining the techniques of ordinal pattern analysis and topological data analysis. We construct an increasing sequence of simplicial complexes encoding the information about couplings among the components of a given multivariate time series through the intersection of ordinal patterns. The complexity measure is then defined by making use of the persistent homology groups. We validate the complexity measure both theoretically and numerically.

Two new parameters for the ordinal analysis of images

Local patterns play an important role in statistical physics as well as in image processing. Two-dimensional ordinal patterns were studied by Ribeiro et al. who determined permutation entropy and complexity in order to classify paintings and images of liquid crystals. Here, we find that the 2 × 2 patterns of neighboring pixels come in three types. The statistics of these types, expressed by two parameters, contains the relevant information to describe and distinguish textures. The parameters are most stable and informative for isotropic structures.

Chaotic dynamics of the Hénon map and neuronal input-output: A comparison with neurophysiological data

In this study, the Hénon map was analyzed using quantifiers from information theory in order to compare its dynamics to experimental data from brain regions known to exhibit chaotic behavior. The goal was to investigate the potential of the Hénon map as a model for replicating chaotic brain dynamics in the treatment of Parkinson's and epilepsy patients. The dynamic properties of the Hénon map were compared with data from the subthalamic nucleus, the medial frontal cortex, and a q-DG model of neuronal input-output with easy numerical implementation to simulate the local behavior of a population. Using information theory tools, Shannon entropy, statistical complexity, and Fisher's information were analyzed, taking into account the causality of the time series. For this purpose, different windows over the time series were considered. The findings revealed that neither the Hénon map nor the q-DG model could perfectly replicate the dynamics of the brain regions studied. However, with careful consideration of the parameters, scales, and sampling used, they were able to model some characteristics of neural activity. According to these results, normal neural dynamics in the subthalamic nucleus region may present a more complex spectrum within the complexity-entropy causality plane that cannot be represented by chaotic models alone. The dynamic behavior observed in these systems using these tools is highly dependent on the studied temporal scale. As the size of the sample studied increases, the dynamics of the Hénon map become increasingly different from those of biological and artificial neural systems.

Generalized relational tensors for chaotic time series

The article deals with a generalized relational tensor, a novel discrete structure to store information about a time series, and algorithms (1) to fill the structure, (2) to generate a time series from the structure, and (3) to predict a time series. The algorithms combine the concept of generalized z-vectors with ant colony optimization techniques. To estimate the quality of the storing/re-generating procedure, a difference between the characteristics of the initial and regenerated time series is used. For chaotic time series, a difference between characteristics of the initial time series (the largest Lyapunov exponent, the auto-correlation function) and those of the time series re-generated from a structure is used to assess the effectiveness of the algorithms in question. The approach has shown fairly good results for periodic and benchmark chaotic time series and satisfactory results for real-world chaotic data.

Computational and experimental modulation of a noisy chaotic neuronal system

In this work, we study the interplay between chaos and noise in neuronal state transitions involving period doubling cascades. Our approach involves the implementation of a neuronal mathematical model under the action of neuromodulatory input, with and without noise, as well as equivalent experimental work on a biological neuron in the stomatogastric ganglion of the crab Cancer borealis. Our simulations show typical transitions between tonic and bursting regimes that are mediated by chaos and period doubling cascades. While this transition is less evident when intrinsic noise is present in the model, the noisy computational output displays features akin to our experimental results. The differences and similarities observed in the computational and experimental approaches are discussed.

Continuous ordinal patterns: Creating a bridge between ordinal analysis and deep learning

We introduce a generalization of the celebrated ordinal pattern approach for the analysis of time series, in which these are evaluated in terms of their distance to ordinal patterns defined in a continuous way. This allows us to naturally incorporate information about the local amplitude of the data and to optimize the ordinal pattern(s) to the problem under study. This last element represents a novel bridge between standard ordinal analysis and deep learning, allowing the achievement of results comparable to the latter in real-world classification problems while also retaining the conceptual simplicity, computational efficiency, and easy interpretability of the former. We test this through the use of synthetic time series, generated by standard chaotic maps and dynamical models, data sets representing brain activity in health and schizophrenia, and the dynamics of delays in the European air transport system. We further show how the continuous ordinal patterns can be used to assess other aspects of the dynamics, like time irreversibility.

Comparison of Information Criteria for Detection of Useful Signals in Noisy Environments

This paper considers the appearance of indications of useful acoustic signals in the signal/noise mixture. Various information characteristics (information entropy, Jensen-Shannon divergence, spectral information divergence and statistical complexity) are investigated in the context of solving this problem. Both time and frequency domains are studied for the calculation of information entropy. The effectiveness of statistical complexity is shown in comparison with other information metrics for different signal-to-noise ratios. Two different approaches for statistical complexity calculations are also compared. In addition, analytical formulas for complexity and disequilibrium are obtained using entropy variation in the case of signal spectral distribution. The connection between the statistical complexity criterion and the Neyman-Pearson approach for hypothesis testing is discussed. The effectiveness of the proposed approach is shown for different types of acoustic signals and noise models, including colored noises, and different signal-to-noise ratios, especially when the estimation of additional noise characteristics is impossible.

Ordinal methods for a characterization of evolving functional brain networks

Ordinal time series analysis is based on the idea to map time series to ordinal patterns, i.e., order relations between the values of a time series and not the values themselves, as introduced in 2002 by C. Bandt and B. Pompe. Despite a resulting loss of information, this approach captures meaningful information about the temporal structure of the underlying system dynamics as well as about properties of interactions between coupled systems. This-together with its conceptual simplicity and robustness against measurement noise-makes ordinal time series analysis well suited to improve characterization of the still poorly understood spatiotemporal dynamics of the human brain. This minireview briefly summarizes the state-of-the-art of uni- and bivariate ordinal time-series-analysis techniques together with applications in the neurosciences. It will highlight current limitations to stimulate further developments, which would be necessary to advance characterization of evolving functional brain networks.

Hydrological changes caused by the construction of dams and reservoirs: The CECP analysis

We investigated the influence of the construction of cascade dams and reservoirs on the predictability and complexity of the streamflow of the São Francisco River, Brazil, by using complexity entropy causality plane (CECP) in its standard and weighted form. We analyzed daily streamflow time series recorded in three fluviometric stations: São Francisco (upstream of cascade dams), Juazeiro (downstream of Sobradinho dam), and Pão de Açúcar station (downstream of Sobradinho and Xingó dams). By comparing the values of CECP information quantifiers (permutation entropy and statistical complexity) for the periods before and after the construction of Sobradinho (1979) and Xingó (1994) dams, we found that the reservoirs' operations changed the temporal variability of streamflow series toward the less predictable regime as indicated by higher entropy (lower complexity) values. Weighted CECP provides some finer details in the predictability of streamflow due to the inclusion of amplitude information in the probability distribution of ordinal patterns. The time evolution of streamflow predictability was analyzed by applying CECP in 2 year sliding windows that revealed the influence of the Paulo Alfonso complex (located between Sobradinho and Xingó dams), construction of which started in the 1950s and was identified through the increased streamflow entropy in the downstream Pão de Açúcar station. The other streamflow alteration unrelated to the construction of the two largest dams was identified in the upstream unimpacted São Francisco station, as an increase in the entropy around 1960s, indicating that some natural factors could also play a role in the decreased predictability of streamflow dynamics.

Multiscale two-dimensional permutation entropy to analyze encrypted images

Multiscale versions of weighted (and non-weighted) permutation entropy for two dimensions are considered in order to compare and analyze the results when different experiments are conducted. We propose the application of these measures to analyze encrypted images with different security levels and encryption methods.

Statistical properties of the entropy from ordinal patterns

The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair entropy-statistical complexity for a large class of time series models would allow statistical tests that are unavailable to date. Working in this direction, we characterize the asymptotic distribution of the empirical Shannon's entropy for any model under which the true normalized entropy is neither zero nor one. We obtain the asymptotic distribution from the central limit theorem (assuming large time series), the multivariate delta method, and a third-order correction of its mean value. We discuss the applicability of other results (exact, first-, and second-order corrections) regarding their accuracy and numerical stability. Within a general framework for building test statistics about Shannon's entropy, we present a bilateral test that verifies if there is enough evidence to reject the hypothesis that two signals produce ordinal patterns with the same Shannon's entropy. We applied this bilateral test to the daily maximum temperature time series from three cities (Dublin, Edinburgh, and Miami) and obtained sensible results.

Complexity of Brain Dynamics as a Correlate of Consciousness in Anaesthetized Monkeys

The use of anaesthesia is a fundamental tool in the investigation of consciousness. Anesthesia procedures allow to investigate different states of consciousness from sedation to deep anesthesia within controlled scenarios. In this study we use information quantifiers to measure the complexity of electrocorticogram recordings in monkeys. We apply these metrics to compare different stages of general anesthesia for evaluating consciousness in several anesthesia protocols. We find that the complexity of brain activity can be used as a correlate of consciousness. For two of the anaesthetics used, propofol and medetomidine, we find that the anaesthetised state is accompanied by a reduction in the complexity of brain activity. On the other hand we observe that use of ketamine produces an increase in complexity measurements. We relate this observation with increase activity within certain brain regions associated with the ketamine used doses. Our measurements indicate that complexity of brain activity is a good indicator for a general evaluation of different levels of consciousness awareness, both in anesthetized and non anesthetizes states.

Generalized weighted permutation entropy

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods: Permutation entropy and Weighted permutation entropy. The method introduces a scaling parameter to discern the disorder and complexity of ordinal patterns with small and large fluctuations. Using this scaling parameter, the complexity-entropy causality plane is generalized to the complexity-entropy-scale causality box. Simulations conducted on synthetic series generated by stochastic, chaotic, and random processes, as well as real world data, are shown to produce unique signatures in this three dimensional representation.

Statistical complexity and the road to equilibrium in many-body chaotic quantum systems

In this work we revisit the problem of equilibration in isolated many-body interacting quantum systems. We pay particular attention to quantum chaotic Hamiltonians, and rather than focusing on the properties of the asymptotic states and how they adhere to the predictions of the Eigenstate Thermalization Hypothesis, we focus on the equilibration process itself, i.e., the road to equilibrium. Along the road to equilibrium the diagonal ensembles obey an emergent form of the second law of thermodynamics and we provide an information theoretic proof of this fact. With this proof at hand we show that the road to equilibrium is nothing but a hierarchy in time of diagonal ensembles. Furthermore, introducing the notions of statistical complexity and the entropy-complexity plane, we investigate the uniqueness of the road to equilibrium in a generic many-body system by comparing its trajectories in the entropy-complexity plane to those generated by a random Hamiltonian. Finally, by treating the random Hamiltonian as a perturbation we analyzed the stability of entropy-complexity trajectories associated with the road to equilibrium for a chaotic Hamiltonian and different types of initial states.

High-frequency oscillations in the ripple bands and amplitude information coding: Toward a biomarker of maximum entropy in the preictal signals

Intracranial electroencephalography (iEEG) can directly record local field potentials (LFPs) from a large set of neurons in the vicinity of the electrode. To search for possible epileptic biomarkers and to determine the epileptogenic zone that gives rise to seizures, we investigated the dynamics of basal and preictal signals. For this purpose, we explored the dynamics of the recorded time series for different frequency bands considering high-frequency oscillations (HFO) up to 240 Hz. We apply a Hilbert transform to study the amplitude and phase of the signals. The dynamics of the different frequency bands in the time causal entropy-complexity plane, H × C, is characterized by comparing the dynamical evolution of the basal and preictal time series. As the preictal states evolve closer to the time in which the epileptic seizure starts, the, H × C, dynamics changes for the higher frequency bands. The complexity evolves to very low values and the entropy becomes nearer to its maximal value. These quasi-stable states converge to equiprobable states when the entropy is maximal, and the complexity is zero. We could, therefore, speculate that in this case, it corresponds to the minimization of Gibbs free energy. In this case, the maximum entropy is equivalent to the principle of minimum consumption of resources in the system. We can interpret this as the nature of the system evolving temporally in the preictal state in such a way that the consumption of resources by the system is minimal for the amplitude in frequencies between 220-230 and 230-240 Hz.

Entropy of timekeeping in a mechanical clock

The dynamics of a unique type of clock mechanism known as grasshopper escapement is investigated with the aim of evaluating its accuracy in a noisy environment. It is demonstrated that the clock's precision scales linearly with the rate of its entropy production, consistently with recently reported results regarding nanoscale and quantum clocks. Moreover, it is shown that the inevitable force variations present in the mechanism can be modeled with a Maxwell-Boltzmann statistic. Finally, the function of clock error is compared with Brownian motion and its fractal-like properties are discussed. The numerical results are confirmed with experimental data.

Analyzing international events through the lens of statistical physics: The case of Ukraine

During the last few years, statistical physics has received increasing attention as a framework for the analysis of real complex systems; yet, this is less clear in the case of international political events, partly due to the complexity in securing relevant quantitative data on them. Here, we analyze a detailed dataset of violent events that took place in Ukraine since January 2021 and analyze their temporal and spatial correlations through entropy and complexity metrics and functional networks. Results depict a complex scenario with events appearing in a non-random fashion but with eastern-most regions functionally disconnected from the remainder of the country-something opposing the widespread "two Ukraines" view. We further draw some lessons and venues for future analyses.

Beyond randomness: Evaluating measures of information entropy in binary series

The enormous amount of currently available data demands efforts to extract meaningful information. For this purpose, different measurements are applied, including Shannon's entropy, permutation entropy, and the Lempel-Ziv complexity. These methods have been used in many applications, such as pattern recognition, series classification, and several other areas (e.g., physical, financial, and biomedical). Data in these applications are often presented in binary series with temporal correlations. Herein, we compare the measures of information entropy in binary series conveying short- and long-range temporal correlations characterized by the Hurst exponent H. Combining numerical and analytical approaches, we scrutinize different methods that were not efficient in detecting temporal correlations. To surpass this limitation, we propose a measure called the binary permutation index (BPI). We will demonstrate that BPI efficiently discriminates patterns embedded in the series, offering advantages over previous methods. Subsequently, we collect stock market time series and rain precipitation data as well as perform in vivo electrophysiological recordings in the hippocampus of an experimental animal model of temporal lobe epilepsy, in which the BPI application in both public open source and experimental data is demonstrated. An index is proposed to evaluate information entropy, allowing the ability to discriminate randomness and extract meaningful information in binary time series.

Permutation Jensen-Shannon distance: A versatile and fast symbolic tool for complex time-series analysis

The main motivation of this paper is to introduce the permutation Jensen-Shannon distance, a symbolic tool able to quantify the degree of similarity between two arbitrary time series. This quantifier results from the fusion of two concepts, the Jensen-Shannon divergence and the encoding scheme based on the sequential ordering of the elements in the data series. The versatility and robustness of this ordinal symbolic distance for characterizing and discriminating different dynamics are illustrated through several numerical and experimental applications. Results obtained allow us to be optimistic about its usefulness in the field of complex time-series analysis. Moreover, thanks to its simplicity, low computational cost, wide applicability, and less susceptibility to outliers and artifacts, this ordinal measure can efficiently handle large amounts of data and help to tackle the current big data challenges.

Refined Multiscale Entropy Analysis of Wrist Pulse for Gender Difference in Traditional Chinese Medicine among Young Individuals

Pulse signal analysis plays an important role in promoting the objectification of traditional Chinese medicine (TCM). Like electrocardiogram (ECG) signals, wrist pulse signals are mainly caused by cardiac activities and are valuable in analyzing cardiac diseases. A large number of studies have reported ECG signals can distinguish gender characteristics of normal healthy subjects using entropy complexity measures, consistently showing more complexity in females than males. No research up to date, however, has been found on examining gender differences with wrist pulse signals of healthy subjects on entropy complexity measures. This paper is aimed to fill in the research gap, which could, in turn, provide a deeper insight into the pulse signal and might identify potential differences between ECG signals and pulse signals. In particular, several complementary entropy measures with corresponding refined composite multiscale versions are established to perform the analysis for the filtered TCM pulse signals. Experimental results reveal that regardless of entropy measures used, there is no statistically significant gender difference in terms of entropy complexity, indicating that the pulse signal holds less gender characteristics than the ECG signal. In view of these findings, wrist pulse signals could be likely to provide different pieces of information to ECG signals. The present study is the first to quantitatively evaluate gender differences in healthy pulse signals with measures of entropy complexity and more importantly; we expect this study could make contribution to the ongoing pulse intelligent diagnosis and objective analysis, further facilitating the modernization of TCM pulse diagnosis.

Gait analysis under the lens of statistical physics

Human gait is a fundamental activity, essential for the survival of the individual, and an emergent property of the interactions between complex physical and cognitive processes. Gait is altered in many situations, due both to external constraints, as e.g. paced walk, and to physical and neurological pathologies. Its study is therefore important as a way of improving the quality of life of patients, but also as a door to understanding the inner working of the human nervous system. In this review we explore how four statistical physics concepts have been used to characterise normal and pathological gait: entropy, maximum Lyapunov exponent, multi-fractal analysis and irreversibility. Beyond some basic definitions, we present the main results that have been obtained in this field, as well as a discussion of the main limitations researchers have dealt and will have to deal with. We finally conclude with some biomedical considerations and avenues for further development.

Principal component trajectories for modeling spectrally continuous dynamics as forced linear systems

Delay embeddings of time series data have emerged as a promising coordinate basis for data-driven estimation of the Koopman operator, which seeks a linear representation for observed nonlinear dynamics. Recent work has demonstrated the efficacy of dynamic mode decomposition (DMD) for obtaining finite-dimensional Koopman approximations in delay coordinates. In this paper we demonstrate how nonlinear dynamics with sparse Fourier spectra can be (i) represented by a superposition of principal component trajectories and (ii) modeled by DMD in this coordinate space. For continuous or mixed (discrete and continuous) spectra, DMD can be augmented with an external forcing term. We present a method for learning linear control models in delay coordinates while simultaneously discovering the corresponding exogenous forcing signal in a fully unsupervised manner. This extends the existing DMD with control (DMDc) algorithm to cases where a control signal is not known a priori. We provide examples to validate the learned forcing against a known ground truth and illustrate their statistical similarity. Finally, we offer a demonstration of this method applied to real-world power grid load data to show its utility for diagnostics and interpretation on systems in which somewhat periodic behavior is strongly forced by unknown and unmeasurable environmental variables.

Permutation Entropy of Weakly Noise-Affected Signals

We analyze the permutation entropy of deterministic chaotic signals affected by a weak observational noise. We investigate the scaling dependence of the entropy increase on both the noise amplitude and the window length used to encode the time series. In order to shed light on the scenario, we perform a multifractal analysis, which allows highlighting the emergence of many poorly populated symbolic sequences generated by the stochastic fluctuations. We finally make use of this information to reconstruct the noiseless permutation entropy. While this approach works quite well for Hénon and tent maps, it is much less effective in the case of hyperchaos. We argue about the underlying motivations.

Noninvasive Methods for Fault Detection and Isolation in Internal Combustion Engines Based on Chaos Analysis

The classic monitoring methods for detecting faults in automotive vehicles based on on-board diagnostics (OBD) are insufficient when diagnosing several mechanical failures. Other sensing techniques present drawbacks such as high invasiveness and limited physical range. The present work presents a fully noninvasive system for fault detection and isolation in internal combustion engines through sound signals processing. An acquisition system was developed, whose data are transmitted to a smartphone in which the signal is processed, and the user has access to the information. A study of the chaotic behavior of the vehicle was carried out, and the feasibility of using fractal dimensions as a tool to diagnose engine misfire and problems in the alternator belt was verified. An artificial neural network was used for fault classification using the fractal dimension data extracted from the sound of the engine. For comparison purposes, a strategy based on wavelet multiresolution analysis was also implemented. The proposed solution allows a diagnosis without having any contact with the vehicle, with low computational cost, without the need for installing sensors, and in real time. The system and method were validated through experimental tests, with a success rate of 99% for the faults under consideration.

Entropy and complexity unveil the landscape of memes evolution

On the Internet, information circulates fast and widely, and the form of content adapts to comply with users’ cognitive abilities. Memes are an emerging aspect of the internet system of signification, and their visual schemes evolve by adapting to a heterogeneous context. A fundamental question is whether they present culturally and temporally transcendent characteristics in their organizing principles. In this work, we study the evolution of 2 million visual memes published on Reddit over ten years, from 2011 to 2020, in terms of their statistical complexity and entropy. A combination of a deep neural network and a clustering algorithm is used to group memes according to the underlying templates. The grouping of memes is the cornerstone to trace the growth curve of these objects. We observe an exponential growth of the number of new created templates with a doubling time of approximately 6 months, and find that long-lasting templates are associated with strong early adoption. Notably, the creation of new memes is accompanied with an increased visual complexity of memes content, in a continuous effort to represent social trends and attitudes, that parallels a trend observed also in painting art.

Insights from the (in)efficiency of Chinese sectoral indices during COVID-19

This article evaluates the effects of the crisis caused by the new Coronavirus (COVID-19) on the Chinese sectoral indices. Using the complexity-entropy plane methodology, we find that the COVID-19 crisis caused increased inefficiency in most of China's equity sectors. We also find heterogeneous effects depending on the economic sector. Our results are useful for a better understanding the effect of global shocks on the stock markets and how their effects are distributed across economic sectors.

Using complexity-entropy planes to detect Parkinson's disease from short segments of haemodynamic signals

Objective. There is emerging evidence that analysing the entropy and complexity of biomedical signals can detect underlying changes in physiology which may be reflective of disease pathology. This approach can be used even when only short recordings of biomedical signals are available. This study aimed to determine whether entropy and complexity measures can detect differences between subjects with Parkinsons disease and healthy controls (HCs).Approach. A method based on a diagram of entropy versus complexity, named complexity-entropy plane, was used to re-analyse a dataset of cerebral haemodynamic signals from subjects with Parkinsons disease and HCs obtained under poikilocapnic conditions. A probability distribution for a set of ordinal patterns, designed to capture regularities in a time series, was computed from each signal under analysis. Four types of entropy and ten types of complexity measures were estimated from these distributions. Mean values of entropy and complexity were compared and their classification power was assessed by evaluating the best linear separator on the corresponding complexity-entropy planes.Main results. Few linear separators obtained significantly better classification, evaluated as the area under the receiver operating characteristic curve, than signal mean values. However, significant differences in both entropy and complexity were detected between the groups of participants.Significance. Measures of entropy and complexity were able to detect differences between healthy volunteers and subjects with Parkinson's disease, in poikilocapnic conditions, even though only short recordings were available for analysis. Further work is needed to refine this promising approach, and to help understand the findings in the context of specific pathophysiological changes.

Evaluating Temporal Correlations in Time Series Using Permutation Entropy, Ordinal Probabilities and Machine Learning

Time series analysis comprises a wide repertoire of methods for extracting information from data sets. Despite great advances in time series analysis, identifying and quantifying the strength of nonlinear temporal correlations remain a challenge. We have recently proposed a new method based on training a machine learning algorithm to predict the temporal correlation parameter, α, of flicker noise (FN) time series. The algorithm is trained using as input features the probabilities of ordinal patterns computed from FN time series, xαFN(t), generated with different values of α. Then, the ordinal probabilities computed from the time series of interest, x(t), are used as input features to the trained algorithm and that returns a value, αe, that contains meaningful information about the temporal correlations present in x(t). We have also shown that the difference, Ω, of the permutation entropy (PE) of the time series of interest, x(t), and the PE of a FN time series generated with α=αe, xαeFN(t), allows the identification of the underlying determinism in x(t). Here, we apply our methodology to different datasets and analyze how αe and Ω correlate with well-known quantifiers of chaos and complexity. We also discuss the limitations for identifying determinism in highly chaotic time series and in periodic time series contaminated by noise. The open source algorithm is available on Github.

Discriminating chaotic and stochastic time series using permutation entropy and artificial neural networks

Extracting relevant properties of empirical signals generated by nonlinear, stochastic, and high-dimensional systems is a challenge of complex systems research. Open questions are how to differentiate chaotic signals from stochastic ones, and how to quantify nonlinear and/or high-order temporal correlations. Here we propose a new technique to reliably address both problems. Our approach follows two steps: first, we train an artificial neural network (ANN) with flicker (colored) noise to predict the value of the parameter, [Formula: see text], that determines the strength of the correlation of the noise. To predict [Formula: see text] the ANN input features are a set of probabilities that are extracted from the time series by using symbolic ordinal analysis. Then, we input to the trained ANN the probabilities extracted from the time series of interest, and analyze the ANN output. We find that the [Formula: see text] value returned by the ANN is informative of the temporal correlations present in the time series. To distinguish between stochastic and chaotic signals, we exploit the fact that the difference between the permutation entropy (PE) of a given time series and the PE of flicker noise with the same [Formula: see text] parameter is small when the time series is stochastic, but it is large when the time series is chaotic. We validate our technique by analysing synthetic and empirical time series whose nature is well established. We also demonstrate the robustness of our approach with respect to the length of the time series and to the level of noise. We expect that our algorithm, which is freely available, will be very useful to the community.

Attenuation of thermoacoustic combustion oscillations in a swirl-stabilized turbulent combustor

We experimentally study the attenuation behavior of thermoacoustic combustion oscillations using causality analysis, multiscale randomness analysis, and a complex network. We supply a steady air jet from the injector rim to suppress combustion oscillations. The directional coupling between pressure and heat release rate fluctuations is significantly weakened during the suppression of combustion oscillations. The loss of the primary hub in the turbulence network plays an important role in the degeneration of combustion oscillations.

Increased Entropic Brain Dynamics during DeepDream-Induced Altered Perceptual Phenomenology

In recent years, the use of psychedelic drugs to study brain dynamics has flourished due to the unique opportunity they offer to investigate the neural mechanisms of conscious perception. Unfortunately, there are many difficulties to conduct experiments on pharmacologically-induced hallucinations, especially regarding ethical and legal issues. In addition, it is difficult to isolate the neural effects of psychedelic states from other physiological effects elicited by the drug ingestion. Here, we used the DeepDream algorithm to create visual stimuli that mimic the perception of hallucinatory states. Participants were first exposed to a regular video, followed by its modified version, while recording electroencephalography (EEG). Results showed that the frontal region's activity was characterized by a higher entropy and lower complexity during the modified video, with respect to the regular one, at different time scales. Moreover, we found an increased undirected connectivity and a greater level of entropy in functional connectivity networks elicited by the modified video. These findings suggest that DeepDream and psychedelic drugs induced similar altered brain patterns and demonstrate the potential of adopting this method to study altered perceptual phenomenology in neuroimaging research.

TdP Incidence in Methoxamine-Sensitized Rabbit Model Is Reduced With Age but Not Influenced by Hypercholesterolemia

Metabolic syndrome is associated with hypercholesterolemia, cardiac remodeling, and increased susceptibility to ventricular arrhythmias. Effects of diet-induced hypercholesterolemia on susceptibility to torsades de pointes arrhythmias (TdP) together with potential indicators of arrhythmic risk were investigated in three experimental groups of Carlsson's rabbit model: (1) young rabbits (YC, young control, age 12-16 weeks), older rabbits (AC, adult control, age 20-24 weeks), and older age-matched cholesterol-fed rabbits (CH, cholesterol, age 20-24 weeks). TdP was induced by α-adrenergic stimulation by methoxamine and I_Kr block in 83% of YC rabbits, 18% of AC rabbits, and 21% of CH rabbits. High incidence of TdP was associated with high incidence of single (SEB) and multiple ectopic beats (MEB), but the QTc prolongation and short-term variability (STV) were similar in all three groups. In TdP-susceptible rabbits, STV was significantly higher compared with arrhythmia-free rabbits but not with rabbits with other than TdP arrhythmias (SEB, MEB). Amplitude-aware permutation entropy analysis of baseline ECG could identify arrhythmia-resistant animals with high sensitivity and specificity. The data indicate that the TdP susceptibility in methoxamine-sensitized rabbits is affected by the age of rabbits but probably not by hypercholesterolemia. Entropy analysis could potentially stratify the arrhythmic risk and identify the low-risk individuals.

Recruitment of release sites underlies chemical presynaptic potentiation at hippocampal mossy fiber boutons

Synaptic plasticity is a cellular model for learning and memory. However, the expression mechanisms underlying presynaptic forms of plasticity are not well understood. Here, we investigate functional and structural correlates of presynaptic potentiation at large hippocampal mossy fiber boutons induced by the adenylyl cyclase activator forskolin. We performed 2-photon imaging of the genetically encoded glutamate sensor iGluu that revealed an increase in the surface area used for glutamate release at potentiated terminals. Time-gated stimulated emission depletion microscopy revealed no change in the coupling distance between P/Q-type calcium channels and release sites mapped by Munc13-1 cluster position. Finally, by high-pressure freezing and transmission electron microscopy analysis, we found a fast remodeling of synaptic ultrastructure at potentiated boutons: Synaptic vesicles dispersed in the terminal and accumulated at the active zones, while active zone density and synaptic complexity increased. We suggest that these rapid and early structural rearrangements might enable long-term increase in synaptic strength.