Two-dimensional cellular automata and the analysis of correlated time series

Correlated time series are time series that, by virtue of the underlying process to which they refer, are expected to influence each other strongly. We introduce a novel approach to handle such time series, one that models their interaction as a two-dimensional cellular automaton and therefore allows them to be treated as a single entity. We apply our approach to the problems of filling gaps and predicting values in rainfall time series. Computational results show that the new approach compares favorably to Kalman smoothing and filtering

Automatic Filters for the Detection of Coherent Structure in Spatiotemporal Systems

Most current methods for identifying coherent structures in spatially-extended systems rely on prior information about the form which those structures take. Here we present two new approaches to automatically filter the changing configurations of spatial dynamical systems and extract coherent structures. One, local sensitivity filtering, is a modification of the local Lyapunov exponent approach suitable to cellular automata and other discrete spatial systems. The other, local statistical complexity filtering, calculates the amount of information needed for optimal prediction of the system's behavior in the vicinity of a given point. By examining the changing spatiotemporal distributions of these quantities, we can find the coherent structures in a variety of pattern-forming cellular automata, without needing to guess or postulate the form of that structure. We apply both filters to elementary and cyclical cellular automata (ECA and CCA) and find that they readily identify particles, domains and other more complicated structures. We compare the results from ECA with earlier ones based upon the theory of formal languages, and the results from CCA with a more traditional approach based on an order parameter and free energy. While sensitivity and statistical complexity are equally adept at uncovering structure, they are based on different system properties (dynamical and probabilistic, respectively), and provide complementary information.Comment: 16 pages, 21 figures. Figures considerably compressed to fit arxiv requirements; write first author for higher-resolution version

Emerging properties of financial time series in the “Game of Life”

We explore the spatial complexity of Conway’s “Game of Life,” a prototypical cellular automaton by means of a geometrical procedure generating a two-dimensional random walk from a bidimensional lattice with periodical boundaries. The one-dimensional projection of this process is analyzed and it turns out that some of its statistical properties resemble the so-called stylized facts observed in financial time series. The scope and meaning of this result are discussed from the viewpoint of complex systems. In particular, we stress how the supposed peculiarities of financial time series are, often, overrated in their importance

Quantum Cellular Automata

Quantum cellular automata (QCA) are reviewed, including early and more recent proposals. QCA are a generalization of (classical) cellular automata (CA) and in particular of reversible CA. The latter are reviewed shortly. An overview is given over early attempts by various authors to define one-dimensional QCA. These turned out to have serious shortcomings which are discussed as well. Various proposals subsequently put forward by a number of authors for a general definition of one- and higher-dimensional QCA are reviewed and their properties such as universality and reversibility are discussed.Comment: 12 pages, 3 figures. To appear in the Springer Encyclopedia of Complexity and Systems Scienc

Parrondo games as lattice gas automata

Parrondo games are coin flipping games with the surprising property that alternating plays of two losing games can produce a winning game. We show that this phenomenon can be modelled by probabilistic lattice gas automata. Furthermore, motivated by the recent introduction of quantum coin flipping games, we show that quantum lattice gas automata provide an interesting definition for quantum Parrondo games.Comment: 12 pages, plain TeX, 10 PostScript figures included with epsf.tex (ignore the under/overfull \vbox error messages); for related work see http://math.ucsd.edu/~dmeyer/research.htm