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Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, Brazil Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires (UBA), Buenos Aires, Argentina [email protected] oarosso@fibertel.com.ar

Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

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Page 1: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Generalized Statistical Complexity Measure: recent applications.

Dr. Osvaldo A. RossoDepartamento de Física, Instituto de Ciências Exatas,

Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, Brazil

Instituto de Cálculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires (UBA), Buenos Aires, Argentina

[email protected]

[email protected]

Page 2: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Collaborators

• Alejandra Figliola ( Buenos Aires, Argentina)• Eduardo Serrano (Buenos Aires, Argentina)• Maria Teresa Martín (La Plata, Argentina)• Angel Plastino (La Plata, Argentina)• Hilda Larrondo (Mar del Plata, Argentina)• Laura Carpi (Newcastle, Australia)• Patricia Saco (Newcastle, Australia)• Martín Gómez-Ravetti (Belo Horizonte, Brazil)

Page 3: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Quantifiers

• Normalized Shannon Entropy

• Fisher Information Measure

• MPR – Statistical Complexity

• Missing ordinal patterns

Page 4: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Quantifiers

Page 5: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Probability Distribution

Page 6: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Bandt-Pompe Methodology for PDF

Ordinal patterns in a simple time series. (A) Ordinal patterns at the dimension d = 3. (B) Illustration of the ordinal procedure for d = 3 for sine and white noise time series. (C) Probability distribution of ordinal patterns π.

Page 7: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

EL Niño/Southern Oscillation during the Holocene

• We study the dynamics of the Holocene proxy ENSO record corresponding to the Laguna Pallcacocha sedimentary data.

• Specifically, we analyse temporal changes in dynamics over the last 11000 years using Information Theory quantifiers.

• Data: The proxy record was obtained from the analysis of clastic laminae deposition in two 8-m sediment cores retrieved from the Pallcacocha Lake in Ecuador.

Moy et al. “Variability of El Niño Southern Oscillation activity at millennial times during the Holocene epoch”. Nature 420 (2002) 162-165

Page 8: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

EL Niño/Southern Oscillation during the Holocene

• Information Theory Quantifiers: H, F, C, missing patterns.

• We computed the evolution of the quantifiers through time using a sliding time window of 1000 data values with a lag of 100 data values between successive windows.

• A sliding window was used to allow for a better localization of changes in the dynamics of ENSO through time (ENSO period 3 to 7 years).

• PDF-Histograms: The N_bins = 100 in the interval [38.06, 243.06] (defined by the minimum and maximum amplitude values of the complete time series).

• PDF-Bandt-Pompe: length of patterns of D=5.

Page 9: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

EL Niño/Southern Oscillation during the Holocene

The grey bands correspond to the major periods of Holocene rapid climate change (RCC).

Page 10: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

EL Niño/Southern Oscillation during the Holocene

The grey bands correspond to the major periods of Holocene rapid climate change (RCC).

Page 11: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

EL Niño/Southern Oscillation during the Holocene

The grey bands correspond to the major periods of Holocene rapid climate change (RCC).

Page 12: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

EL Niño/Southern Oscillation during the Holocene

Page 13: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

EL Niño/Southern Oscillation during the Holocene

Page 14: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Chaos & Noise

Page 15: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Chaos & Noise

Page 16: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Chaos & Noise

Page 17: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Chaos & Noise

Page 18: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Chaos & Noise

Page 19: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Chaos & Noise

Page 20: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Chaos & Noise

Page 21: Generalized Statistical Complexity Measure: recent applications. Dr. Osvaldo A. Rosso Departamento de Física, Instituto de Ciências Exatas, Universidade

Questions & Suggestions

• Thanks a lot !!!

• Muito obrigado !!!

• Muchas gracias !!!