Increment entropy as a measure of complexity for time series

Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters, one letter corresponding to direction and the other corresponding to magnitude. The Shannon entropy of the words is termed as increment entropy (IncrEn). Simulations on synthetic data and tests on epileptic EEG signals have demonstrated its ability of detecting the abrupt change, regardless of energetic (e.g. spikes or bursts) or structural changes. The computation of IncrEn does not make any assumption on time series and it can be applicable to arbitrary real-world data.Comment: 12pages,7figure,2 table

On the Von Neumann Entropy of Graphs

The von Neumann entropy of a graph is a spectral complexity measure that has recently found applications in complex networks analysis and pattern recognition. Two variants of the von Neumann entropy exist based on the graph Laplacian and normalized graph Laplacian, respectively. Due to its computational complexity, previous works have proposed to approximate the von Neumann entropy, effectively reducing it to the computation of simple node degree statistics. Unfortunately, a number of issues surrounding the von Neumann entropy remain unsolved to date, including the interpretation of this spectral measure in terms of structural patterns, understanding the relation between its two variants, and evaluating the quality of the corresponding approximations. In this paper we aim to answer these questions by first analysing and comparing the quadratic approximations of the two variants and then performing an extensive set of experiments on both synthetic and real-world graphs. We find that 1) the two entropies lead to the emergence of similar structures, but with some significant differences; 2) the correlation between them ranges from weakly positive to strongly negative, depending on the topology of the underlying graph; 3) the quadratic approximations fail to capture the presence of non-trivial structural patterns that seem to influence the value of the exact entropies; 4) the quality of the approximations, as well as which variant of the von Neumann entropy is better approximated, depends on the topology of the underlying graph

Chaotic versus stochastic behavior in active-dissipative nonlinear systems

We study the dynamical state of the one-dimensional noisy generalized Kuramoto-Sivashinsky (gKS) equation by making use of time-series techniques based on symbolic dynamics and complex networks. We focus on analyzing temporal signals of global measure in the spatiotemporal patterns as the dispersion parameter of the gKS equation and the strength of the noise are varied, observing that a rich variety of different regimes, from high-dimensional chaos to pure stochastic behavior, emerge. Permutation entropy, permutation spectrum, and network entropy allow us to fully classify the dynamical state exposed to additive noise

Metric projection for dynamic multiplex networks

Evolving multiplex networks are a powerful model for representing the dynamics along time of different phenomena, such as social networks, power grids, biological pathways. However, exploring the structure of the multiplex network time series is still an open problem. Here we propose a two-steps strategy to tackle this problem based on the concept of distance (metric) between networks. Given a multiplex graph, first a network of networks is built for each time steps, and then a real valued time series is obtained by the sequence of (simple) networks by evaluating the distance from the first element of the series. The effectiveness of this approach in detecting the occurring changes along the original time series is shown on a synthetic example first, and then on the Gulf dataset of political events