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Compression and diffusion: a joint approach to detect complexity
The adoption of the Kolmogorov-Sinai (KS) entropy is becoming a popular
research tool among physicists, especially when applied to a dynamical system
fitting the conditions of validity of the Pesin theorem. The study of time
series that are a manifestation of system dynamics whose rules are either
unknown or too complex for a mathematical treatment, is still a challenge since
the KS entropy is not computable, in general, in that case. Here we present a
plan of action based on the joint action of two procedures, both related to the
KS entropy, but compatible with computer implementation through fast and
efficient programs. The former procedure, called Compression Algorithm
Sensitive To Regularity (CASToRe), establishes the amount of order by the
numerical evaluation of algorithmic compressibility. The latter, called Complex
Analysis of Sequences via Scaling AND Randomness Assessment (CASSANDRA),
establishes the complexity degree through the numerical evaluation of the
strength of an anomalous effect. This is the departure, of the diffusion
process generated by the observed fluctuations, from ordinary Brownian motion.
The CASSANDRA algorithm shares with CASToRe a connection with the Kolmogorov
complexity. This makes both algorithms especially suitable to study the
transition from dynamics to thermodynamics, and the case of non-stationary time
series as well. The benefit of the joint action of these two methods is proven
by the analysis of artificial sequences with the same main properties as the
real time series to which the joint use of these two methods will be applied in
future research work.Comment: 27 pages, 9 figure
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