Novel measures based on the Kolmogorov complexity for use in complex system behavior studies and time series analysis

Abstract

AbstractWe propose novel metrics based on the Kolmogorov complexity for use in complex system behavior studies and time series analysis. We consider the origins of the Kolmogorov complexity and discuss its physical meaning. To get better insights into the nature of complex systems and time series analysis we introduce three novel measures based on the Kolmogorov complexity: (i) the Kolmogorov complexity spectrum, (ii) the Kolmogorov complexity spectrum highest value and (iii) the overall Kolmogorov complexity. The characteristics of these measures have been tested using a generalized logistic equation. Finally, the proposed measures have been applied to different time series originating from: a model output (the biochemical substance exchange in a multi-cell system), four different geophysical phenomena (dynamics of: river flow, long term precipitation, indoor