In this article, we investigate the asymmetries of exceedance correlations and cross-correlations between West Texas … Intermediate (WTI) spot and futures markets. First, employing the test statistic proposed by Hong et al. [Asymmetries in stock … induce the significant asymmetries of the exceedance correlations. Second, employing the test statistic proposed by Podobnik …

’s rotation. There is also a J-curve limit to transferring information by the Internet and this is expressed as an inequality … of Isaac Newton’s: mixing physics with geography. In our case, the equations define trajectories of information packets …

size and the corresponding statistical distance is defined. The results are compared with the the usual correlation … distance measure for the time series themselves. As an example this entropy correlation distance method (ECDM) is applied to … several series, as those of the Consumer Price Index (CPI) in order to test some so called globalisation processes. Distance …

joint unpredictability in term of distance between information sets. We conclude that the joint unpredictability requires a …

Physiologic complexity is an important concept to characterize time series from biological systems, which associated to … complexity metrics as function of time scales. Complexity metrics are derived from nonadditive entropy supported by generation of … surrogate data, i.e. SDiffqmax, qmax and qzero. In order to access accuracy of proposed complexity metrics, receiver operating …

Multiscale entropy (MSE) is an effective method to measure the complexity of signals from complex systems, which has … complexity measurement. Thus we introduce an empirical mode decomposition based RCMSE, called EMD–RCMSE to first eliminate such … effects of trends and then measure the complexity of signals. It is validated from simulated signals and has good estimation …

the circular wave formations. Shiner–Davison–Landsberg (SDL) complexity measure framework has been used in several … were collected in two different spatial scales. The SDL complexity was calculated for the data and two main results …

We present an analytical computation of the asymptotic temporal behavior of the information geometric complexity (IGC … microcorrelations lead to the emergence of an asymptotic information geometric compression of the statistical macrostates explored by … connection between (micro)correlations and (macro)complexity in Gaussian statistical dynamical systems. …

these complexity algorithms and show explicitly that the above parameters are intimately connected and mutually … can be used in medical applications of complexity theory, as it can calculate all three parameters for a realistic …