Inferring statistical complexity

James P. Crutchfield, Karl Young · Physical Review Letters · 1989

Statistical mechanics is used to describe the observed information processing complexity of nonlinear dynamical systems. We introduce a measure of complexity distinct from and dual to the information theoretic entropies and dimensions. A technique is presented that directly reconstructs minimal equations of motion from the recursive structure of measurement sequences. Application to the period-doubling cascade demonstrates a form of superuniversality that refers only to the entropy and complexity of a data stream.

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