Information Processing Features Can Detect Behavioral Regimes of Dynamical Systems
Joint Authors
Quax, Rick
Chliamovitch, Gregor
Dupuis, Alexandre
Falcone, Jean-Luc
Chopard, Bastien
Hoekstra, Alfons G.
Sloot, Peter M. A.
Source
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-16, 16 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-04-16
Country of Publication
Egypt
No. of Pages
16
Main Subjects
Abstract EN
In dynamical systems, local interactions between dynamical units generate correlations which are stored and transmitted throughout the system, generating the macroscopic behavior.
However a framework to quantify exactly how these correlations are stored, transmitted, and combined at the microscopic scale is missing.
Here we propose to characterize the notion of “information processing” based on all possible Shannon mutual information quantities between a future state and all possible sets of initial states.
We apply it to the 256 elementary cellular automata (ECA), which are the simplest possible dynamical systems exhibiting behaviors ranging from simple to complex.
Our main finding is that only a few information features are needed for full predictability of the systemic behavior and that the “information synergy” feature is always most predictive.
Finally we apply the idea to foreign exchange (FX) and interest-rate swap (IRS) time-series data.
We find an effective “slowing down” leading indicator in all three markets for the 2008 financial crisis when applied to the information features, as opposed to using the data itself directly.
Our work suggests that the proposed characterization of the local information processing of units may be a promising direction for predicting emergent systemic behaviors.
American Psychological Association (APA)
Quax, Rick& Chliamovitch, Gregor& Dupuis, Alexandre& Falcone, Jean-Luc& Chopard, Bastien& Hoekstra, Alfons G.…[et al.]. 2018. Information Processing Features Can Detect Behavioral Regimes of Dynamical Systems. Complexity،Vol. 2018, no. 2018, pp.1-16.
https://search.emarefa.net/detail/BIM-1134934
Modern Language Association (MLA)
Quax, Rick…[et al.]. Information Processing Features Can Detect Behavioral Regimes of Dynamical Systems. Complexity No. 2018 (2018), pp.1-16.
https://search.emarefa.net/detail/BIM-1134934
American Medical Association (AMA)
Quax, Rick& Chliamovitch, Gregor& Dupuis, Alexandre& Falcone, Jean-Luc& Chopard, Bastien& Hoekstra, Alfons G.…[et al.]. Information Processing Features Can Detect Behavioral Regimes of Dynamical Systems. Complexity. 2018. Vol. 2018, no. 2018, pp.1-16.
https://search.emarefa.net/detail/BIM-1134934
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1134934