arXiv subjects

José M. Amigó

Publications and source records attributed to José M. Amigó.

At least 19 recordsLinked to original sources

arXiv2026

Entropic and algebraic transcript-based tools in time series analysis

Algebraic representations of time series are symbolic representations whose symbols belong to a finite group. Precisely, the framework of the present paper is the analysis of coupled time series in algebraic representations and, more generally, group-valued time series. The prototype of an algebraic representation is an ordinal representation, whose symbols are permutations, also called ordinal patterns in the context of time series analysis. In fact, permutations, endowed with function composition, build a group called a symmetric group. A simple way to harness the algebraic structure of the alphabet in such cases is the concept of transcript from one group element to another. Since transcripts involve two group elements, they are very suitable for studying couplings between time series in the same algebraic representation. In this paper, we outline several existing entropic and algebraic transcript-based tools for analyzing coupled time series and systems. In addition to entropy, the entropic tools include divergence, statistical complexity and mutual information. The algebraic tools comprise order classes and, most recently, the Cayley and Kendall distances. We use the detection of generalized synchronization in a well-studied coupled system to compare the performances of some of those tools. To this end, we also provide an alternative tool called the similarity distance between times series, which is a mean Kendall distance. We found that the novel similarity distance outperforms the other tools tested.

math.DS↗

arXiv2026

Using Transcripts for Nonparametric Monitoring of Serial Dependence

Control charts for process monitoring are widely used in practice. Most control charts require the monitored (residuals) process to be serially independent (and to satisfy specified distributional assumptions), whereas undetected dependence (or violations of distributional assumptions) may severely affect the charts' performances. Therefore, (distribution-free) control charts for monitoring serial dependence are of utmost relevance for practice. Recently, various nonparametric control charts have been proposed for this purpose, which are based on ordinal patterns, and which showed an appealing performance in detecting different types of serial dependence. In this research, we further progress in this direction and develop novel nonparametric control charts being based on transcripts and algebraic distances (as derived from ordinal patterns). The performance of the newly proposed control charts is evaluated in a simulation study, and their application in practice is illustrated with a real-world data example from chemical industry.

stat.ME↗

arXiv2026

Transcripts and Algebraic Distances in Time Series: Stochastic Properties and Nonparametric Dependence Tests

The use of ordinal patterns (OPs) for analyzing the dependence structure of univariate and continuously distributed processes has gained popularity in recent years. This research goes one step further and considers the transcripts being computed from successive OPs in the time series. Transcripts constitute a kind of ``difference'' between successive OPs and thus naturally relate to two algebraic distances between OPs, the Cayley and Kendall edit distances. The original time series is transformed into a sequence of transcripts or distances, respectively, and important stochastic properties thereof are derived. It is shown that these properties differ substantially among different types of original processes. This motivates the development of various statistics based on transcripts and edit distances in order to investigate the dependence structure of the original process. In particular, the asymptotic distribution of these statistics under the null hypothesis of serial independence is derived, which is then used to implement nonparametric tests for serial dependence. A simulation study shows that these novel dependence tests have appealing power properties, often outperforming former OP-based dependence tests. A concluding real-world data example illustrates the application and interpretation of the proposed approaches in practice.

stat.ME↗

arXiv2025

Transcript-based estimators for characterizing interactions

The concept of transcripts was introduced in 2009 as a means to characterize various aspects of the functional relationship between time series of interacting systems. Based on this concept that utilizes algebraic relations between ordinal patterns derived from time series, estimators for the strength, direction, and complexity of interactions have been introduced. These estimators, however, have not yet found widespread application in studies of interactions between real-world systems. Here, we revisit the concept of transcripts and showcase the usage of transcript-based estimators for a time-series-based investigation of interactions between coupled paradigmatic dynamical systems of varying complexity. At the example of a time-resolved analysis of multichannel and multiday recordings of ongoing human brain dynamics, we demonstrate the potential of the methods to provide novel insights into the intricate spatial-temporal interactions in the human brain underlying different vigilance states.

nlin.CD↗

arXiv2025

Permutation-Based Distances for Groups and Group-Valued Time Series

Permutations on a set, endowed with function composition, build a group called a symmetric group. In addition to their algebraic structure, symmetric groups have two metrics that are of particular interest to us here: the Cayley distance and the Kendall tau distance. In fact, the aim of this paper is to introduce the concept of distance in a general finite group based on them. The main tool that we use to this end is Cayley's theorem, which states that any finite group is isomorphic to a subgroup of a certain symmetric group. We also discuss the advantages and disadvantage of these permutation-based distances compared to the conventional generator-based distances in finite groups. The reason why we are interested in distances on groups is that finite groups appear in symbolic representations of time series, most notably in the so-called ordinal representations, whose symbols are precisely permutations, usually called ordinal patterns in that context. The natural extension from groups to group-valued time series is also discussed, as well as how such metric tools can be applied in time series analysis. Both theory and applications are illustrated with examples and numerical simulations.

math-ph↗

arXiv2025

Applications of Entropy in Data Analysis and Machine Learning: A Review

Since its origin in the thermodynamics of the 19th century, the concept of entropy has also permeated other fields of physics and mathematics, such as Classical and Quantum Statistical Mechanics, Information Theory, Probability Theory, Ergodic Theory and the Theory of Dynamical Systems. Specifically, we are referring to the classical entropies: the Boltzmann-Gibbs, von Neumann, Shannon, Kolmogorov-Sinai and topological entropies. In addition to their common name, which is historically justified (as we briefly describe in this review), other commonality of the classical entropies is the important role that they have played and are still playing in the theory and applications of their respective fields and beyond. Therefore, it is not surprising that, in the course of time, many other instances of the overarching concept of entropy have been proposed, most of them tailored to specific purposes. Following the current usage, we will refer to all of them, whether classical or new, simply as entropies. Precisely, the subject of this review is their applications in data analysis and machine learning. The reason for these particular applications is that entropies are very well suited to characterize probability mass distributions, typically generated by finite-state processes or symbolized signals. Therefore, we will focus on entropies defined as positive functionals on probability mass distributions and provide an axiomatic characterization that goes back to Shannon and Khinchin. Given the plethora of entropies in the literature, we have selected a representative group, including the classical ones. The applications summarized in this review finely illustrate the power and versatility of entropy in data analysis and machine learning.

stat.ML↗

arXiv2025

Generalized synchronization in the presence of dynamical noise and its detection via recurrent neural networks

Given two unidirectionally coupled nonlinear systems, we speak of generalized synchronization when the responder \textquotedblleft follows\textquotedblright\ the driver. Mathematically, this situation is implemented by a map from the driver state space to the responder state space termed the synchronization map. In nonlinear times series analysis, the framework of the present work, the existence of the synchronization map amounts to the invertibility of the so-called cross map, which is a continuous map that exists in the reconstructed state spaces for typical time-delay embeddings. The cross map plays a central role in some techniques to detect functional dependencies between time series. In this paper, we study the changes in the \textquotedblleft noiseless scenario\textquotedblright\ just described when noise is present in the driver, a more realistic situation that we call the \textquotedblleft noisy scenario\textquotedblright . Noise will be modeled using a family of driving dynamics indexed by a finite number of parameters, which is sufficiently general for practical purposes. In this approach, it turns out that the cross and synchronization maps can be extended to the noisy scenario as families of maps that depend on the noise parameters, and only for \textquotedblleft generic\textquotedblright\ driver states in the case of the cross map. To reveal generalized synchronization in both the noiseless and noisy scenarios, we check the existence of synchronization maps of higher periods (introduced in this paper) using recurrent neural networks and predictability. The results obtained with synthetic and real world data demonstrate the capability of our method.

nlin.CD↗

arXiv2025

Generalized TCP-RED dynamical model for Internet congestion control

Adaptive management of traffic congestion in the Internet is a complex problem that can gain useful insights from a dynamical approach. In this paper we propose and analyze a one-dimensional, discrete-time nonlinear model for Internet congestion control at the routers. Specifically, the states correspond to the average queue sizes of the incoming data packets and the dynamical core consists of a monotone or unimodal mapping with a unique fixed point. This model generalizes a previous one in that additional control parameters are introduced via the data packet drop probability with the objective of enhancing stability. To make the analysis more challenging, the original model was shown to exhibit the usual features of low-dimensional chaos with respect to several system and control parameters, e.g., positive Lyapunov exponents and Feigenbaum-like bifurcation diagrams. We concentrate first on the theoretical aspects that may promote the unique stationary state of the system to a global attractor, which in our case amounts to global stability. In a second step, those theoretical results are translated into stability domains for robust setting of the new control parameters in practical applications. Numerical simulations confirm that the new parameters make it possible to extend the stability domains, in comparison with previous results. Therefore, the present work may lead to an adaptive congestion control algorithm with a more stable performance than other algorithms currently in use.

math.OC↗

arXiv2024

Blockchain Metrics and Indicators in Cryptocurrency Trading

The objective of this paper is the construction of new indicators that can be useful to operate in the cryptocurrency market. These indicators are based on public data obtained from the blockchain network, specifically from the nodes that make up Bitcoin mining. Therefore, our analysis is unique to that network. The results obtained with numerical simulations of algorithmic trading and prediction via statistical models and Machine Learning demonstrate the importance of variables such as the hash rate, the difficulty of mining or the cost per transaction when it comes to trade Bitcoin assets or predict the direction of price. Variables obtained from the blockchain network will be called here blockchain metrics. The corresponding indicators (inspired by the "Hash Ribbon") perform well in locating buy signals. From our results, we conclude that such blockchain indicators allow obtaining information with a statistical advantage in the highly volatile cryptocurrency market.

q-fin.ST↗

arXiv2024

Permutation group entropy: a new route to complexity for real-valued processes

This is a review of group entropy and its application to permutation complexity. Specifically we revisit a new approach to the notion of complexity in time serie analysis, based on both permutation entropy and group entropy. As a result, the permutation entropy rate can be extended from deterministic dynamics to random processes. More generally, our approach provides a unified framework to discuss chaotic and random behaviours.

math-ph↗

arXiv2023

Differentiating patients with obstructive sleep apnea from healthy controls based on heart rate - blood pressure coupling quantified by entropy-based indices

We introduce an entropy-based classification method for pairs of sequences (ECPS) for quantifying mutual dependencies in heart rate and beat-to-beat blood pressure recordings. The purpose of the method is to build a classifier for data in which each item consists of the two intertwined data series taken for each subject. The method is based on ordinal patterns, and uses entropy-like indices. Machine learning is used to select a subset of indices most suitable for our classification problem in order to build an optimal yet simple model for distinguishing between patients suffering from obstructive sleep apnea and a control group.

physics.med-ph↗

arXiv2022

New RED-type TCP-AQM algorithms based on beta distribution drop functions

In recent years, Active Queue Management (AQM) mechanisms to improve the performance of TCP/IP networks have acquired a relevant role. In this paper we present a simple and robust RED-type algorithm together with a couple of dynamical variants with the ability to adapt to the specific characteristics of different network environments, as well as to the user needs. We first present a basic version called Beta RED (BetaRED), where the user is free to adjust the parameters according to the network conditions. The aim is to make the parameter setting easy and intuitive so that a good performance is obtained over a wide range of parameters. Secondly, BetaRED is used as a framework to design two dynamic algorithms, which we will call Adaptive Beta RED (ABetaRED) and Dynamic Beta RED (DBetaRED). In those new algorithms certain parameters are dynamically adjusted so that the queue length remains stable around a predetermined reference value and according to changing network traffic conditions. Finally, we present a battery of simulations using the Network Simulator 3 (ns-3) software with a two-fold objective: to guide the user on how to adjust the parameters of the BetaRED mechanism, and to show a performance comparison of ABetaRED and DBetaRED with other representative algorithms that pursue a similar objective.

cs.NI↗

arXiv2022

Multilayer adaptive networks in neuronal processing

The connectome is a wiring diagram mapping all the neural connections in the brain. At the cellular level, it provides a map of the neurons and synapses within a part or all of the brain of an organism. In recent years, significant advances have been made in the study of the connectome via network science and graph theory. This analysis is fundamental to understand neurotransmission (fast synaptic transmission) networks. However, neurons use other forms of communication as neuromodulation that, instead of conveying excitation or inhibition, change neuronal and synaptic properties. This additional neuromodulatory layers condition and reconfigure the connectome. In this paper, we propose that multilayer adaptive networks, in which different synaptic and neurochemical layers interact, are the appropriate framework to explain neuronal processing. Then, we describe a simplified multilayer adaptive network model that accounts for these extra-layers of interaction and analyse the emergence of interesting computational capabilities.

q-bio.NC↗

arXiv2022

Differentiable programming: Generalization, characterization and limitations of deep learning

In the past years, deep learning models have been successfully applied in several cognitive tasks. Originally inspired by neuroscience, these models are specific examples of differentiable programs. In this paper we define and motivate differentiable programming, as well as specify some program characteristics that allow us to incorporate the structure of the problem in a differentiable program. We analyze different types of differentiable programs, from more general to more specific, and evaluate, for a specific problem with a graph dataset, its structure and knowledge with several differentiable programs using those characteristics. Finally, we discuss some inherent limitations of deep learning and differentiable programs, which are key challenges in advancing artificial intelligence, and then analyze possible solutions

cs.LG↗

arXiv2022

A simplified algorithm for the topological entropy of multimodal maps

A numerical algorithm to compute the topological entropy of multimodal maps is proposed. This algorithm results from a closed formula containing the so-called min-max symbols, which are closely related to the kneading symbols. Furthermore, it simplifies a previous algorithm, also based on min-max symbols, which was originally proposed for twice differentiable multimodal maps. The new algorithm has been benchmarked against the old one with a number of multimodal maps, the results being reported in the paper. In particular, the comparison is favorable to the new algorithm, except in the unimodal case.

math.DS↗

arXiv2022

On entropy, entropy-like quantities, and applications

This is a review on entropy in various fields of mathematics and science. Its scope is to convey a unified vision of the classical as well as some newer entropy notions to a broad audience with an intermediate background in dynamical systems and ergodic theory. Due to the breadth and depth of the subject, we have opted for a compact exposition whose contents are a compromise between conceptual import and instrumental relevance. The intended technical level and the space limitation born furthermore upon the final selection of the topics, which cover the three items named in the title. Specifically, the first part is devoted to the avatars of entropy in the traditional contexts: many particle physics, information theory, and dynamical systems. This chronological order helps to present the materials in a didactic manner. The axiomatic approach will be also considered at this stage to show that, quite remarkably, the essence of entropy can be encapsulated in a few basic properties. Inspired by the classical entropies, further akin quantities have been proposed in the course of time, mostly aimed at specific needs. A common denominator of those addressed in the second part of this review is their major impact on research. The final part shows that, along with its profound role in the theory, entropy has interesting practical applications beyond information theory and communications technology. For this sake we preferred examples from applied mathematics, although there are certainly nice applications in, say, physics, computer science and even social sciences. This review concludes with a representative list of references.

math.DS↗

arXiv2020

Entropy monotonicity and superstable cycles for the quadratic family revisited

The main result of this paper is a proof using real analysis of the monotonicity of the topological entropy for the family of quadratic maps, sometimes called Milnor's Monotonicity Conjecture. In contrast, the existing proofs rely in one way or another on complex analysis. Our proof is based on tools and algorithms previously developed by the authors and collaborators to compute the topological entropy of multimodal maps. Specifically, we use the number of transverse intersections of the map iterates with the so-called critical line. The approach is technically simple and geometrical. The same approach is also used to briefly revisit the superstable cycles of the quadratic maps, since both topics are closely related.

math.DS↗

arXiv2020

Differentiable programming and its applications to dynamical systems

Differentiable programming is the combination of classical neural networks modules with algorithmic ones in an end-to-end differentiable model. These new models, that use automatic differentiation to calculate gradients, have new learning capabilities (reasoning, attention and memory). In this tutorial, aimed at researchers in nonlinear systems with prior knowledge of deep learning, we present this new programming paradigm, describe some of its new features such as attention mechanisms, and highlight the benefits they bring. Then, we analyse the uses and limitations of traditional deep learning models in the modeling and prediction of dynamical systems. Here, a dynamical system is meant to be a set of state variables that evolve in time under general internal and external interactions. Finally, we review the advantages and applications of differentiable programming to dynamical systems.

math.DS↗