Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 1204.1821

Permutation Complexity and Coupling Measures in Hidden Markov Models

Taichi Haruna·Kohei Nakajima
View original source ↗Read source document ↗Export metadata ↓

Abstract

In [Haruna, T. and Nakajima, K., 2011. Physica D 240, 1370-1377], the authors introduced the duality between values (words) and orderings (permutations) as a basis to discuss the relationship between information theoretic measures for finite-alphabet stationary stochastic processes and their permutation analogues. It has been used to give a simple proof of the equality between the entropy rate and the permutation entropy rate for any finite-alphabet stationary stochastic process and show some results on the excess entropy and the transfer entropy for finite-alphabet stationary ergodic Markov processes. In this paper, we extend our previous results to hidden Markov models and show the equalities between various information theoretic complexity and coupling measures and their permutation analogues. In particular, we show the following two results within the realm of hidden Markov models with ergodic internal processes: the two permutation analogues of the transfer entropy, the symbolic transfer entropy and the transfer entropy on rank vectors, are both equivalent to the transfer entropy if they are considered as the rates, and the directed information theory can be captured by the permutation entropy approach.

Explore related subjects

nlin.CDcs.ITmath.ITphysics.data-an

Keep this discovery

BibTeXRIS

Taichi Haruna, Kohei Nakajima. 2013-06-26. Permutation Complexity and Coupling Measures in Hidden Markov Models. https://doi.org/10.3390/e15093910

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Linear Response Predicts Cusp-Pair Births in Networks with a Localized Cubic

Linear response is cheap to measure; the bistability boundaries it organizes are not. For a passive network with one localized cubic, the driving-point receptance $G$ fixes the period-one cusp set at fundamental-harmonic order: cusps lie on a fixed phase contour of $G$, a tangency of that contour under parameter variation creates a pair, and its curvature separates a gap opening from an isolated loop. For a two-mode absorber the linear prediction locates a benchmark birth coupling to $0.3\%$, and to $0.03\%$ once a third-harmonic correction of scale $|G(3\Omega)/G(\Omega)|$ is included.

nlin.CD↗
arXiv2026

Dynamics Creation through Neural Dynamical Transfer Learning

Data-driven machine learning has established a robust foundation for reconstructing nonlinear dynamical systems from observations, primarily for the purposes of forecasting and control. However, most existing efforts focus on recovering specific observed dynamics rather than the generative synthesis of new ones. Inspired by image fusion and style transfer, we introduce a neural network framework termed Neural Dynamical Transfer Learning (NDTL) to create new systems with prescribed dynamics from pairs of parent nonlinear dynamical systems. By computing fundamental dynamical signatures, including the intrinsic dimension, the Kaplan-Yorke dimension, the invariant measure statistics, and the Lyapunov spectrum, we demonstrate that NDTL preserves key features inherited from the parent models while simultaneously generating novel dynamics. Beyond these validation examples, NDTL induces a criterion for dynamics classification, creates stable oscillatory coexistence in the Hastings-Powell food chain model, produces interpretable epidemiological models, and provides a chaotic source for image encryption.

nlin.CD↗
arXiv2026

The Spectral Skeleton of Chaos: Koopman Wave Packets on Poincar\'e Sections

A Poincar\'e section replaces a flow by a return map, but for a chaotic system this map is usually known only from sampled crossings. We show that coarse transport can be read directly from Koopman spectral data, without fitting the map. Measure-preserving EDMD retains the isometric structure; riggedDMD then approximates spectral measures and constructs finite regularized wave packets. Packet phase supplies a finite-resolution transport coordinate; low modulus marks a singular skeleton where the phase becomes ill-conditioned. We demonstrate the idea on the R\"ossler system, a 32-mode Kuramoto--Sivashinsky Galerkin system, and the forced Duffing oscillator. The packets yield coarse symbolic models on sections ranging from an almost one-dimensional curve to a visibly thick set. Their graphs organize observed low-period orbits and guide targeted searches for others. In Duffing Regime~II, a seven-region rule accounts for $91\%$--$94\%$ of filtered one-step transitions, while failures in the lowest retained modulus decile occur at $5.08$--$5.20$ times the overall rate. The packets are not Koopman eigenfunctions, nor are the regions exact Markov partitions. Together these computations show how spectral information beyond isolated eigenpairs can expose chaotic transport directly from trajectories.

nlin.CD↗