arXiv subjects

Osvaldo A. Rosso

Publications and source records attributed to Osvaldo A. Rosso.

At least 19 recordsLinked to original sources

arXiv2025

Characterizing sleep stages through the complexity-entropy plane in human intracranial data and in a whole-brain model

Characterizing the brain dynamics during different cortical states can reveal valuable information about its patterns across various cognitive processes. In particular, studying the differences between awake and sleep stages can shed light on the understanding of brain processes essential for physical and mental well-being, such as memory consolidation, information processing, and fatigue recovery. Alterations in these patterns may indicate disorders and pathologies such as obstructive sleep apnea, narcolepsy, as well as Alzheimer's and Parkinson's diseases. Here, we analyze time series obtained from intracranial recordings of 106 patients, covering four sleep stages: Wake, N2, N3, and REM. Intracranial electroencephalography (iEEG), which can include electrocorticography (ECoG) and depth recordings, represents the state-of-the-art measurements of brain activity, offering unparalleled spatial and temporal resolution for investigating neural dynamics. We characterize the signals using Bandt and Pompe symbolic methodology to calculate the Weighted Permutation Entropy (WPE) and the Statistical Complexity Measure (SCM) based on the Jensen and Shannon disequilibrium. By mapping the data onto the complexity-entropy plane, we observe that each stage occupies a distinct region, revealing its own dynamic signature. We show that our empirical results can be reproduced by a whole-brain computational model, in which each cortical region is described by a mean-field formulation based on networks of Adaptive Exponential Integrate-and-Fire (AdEx) neurons, adjusting the adaptation parameter to simulate the different sleep stages. Finally, we show that a classification approach using Support Vector Machine (SVM) provides high accuracy in distinguishing between cortical states.

q-bio.NC↗

arXiv2025

A statistical complexity measure can differentiate Go/NoGo trials during a visual-motor task using human electroencephalogram data

Complexity is a ubiquitous concept in contemporary science and everyday life. A complex dynamical system is usually characterized by a blend of order and disorder, as well as emergent phenomena that often span multiple temporal and spatial scales. The information processes related to different cognitive processes in the brain can be studied in light of statistical differences based on complexity measures of the electrophysiological time series from different trial types. Recently, it has been demonstrated that a symbolic information approach can be a valuable tool for discriminating response-related differences between Go and NoGo trials using the local field potential of brain regions in monkeys. The method shows significant differences between trial types earlier than the simple average of the electrical signals. Here, we analyze human electroencephalogram data during a Go/NoGo task using information-theoretical quantifiers, including entropy and complexity. We employ the Bandt-Pompe symbolization methodology to determine a probability distribution function for each time series and then to calculate information theory indices. We show that a few channels, especially a central and an occipital electrode, consistently differentiate Go/NoGo trials at the individual level. We also show that different trial types occupy separate regions in the complexity-entropy plane. Our method also captures specific time windows to better differentiate the trial type. Moreover, we show that our results are robust at the group level, considering the average activity of all subjects.

q-bio.NC↗

arXiv2025

Two-by-two ordinal patterns in art paintings

Quantitative analysis of visual arts has recently expanded to encompass a more extensive array of artworks due to the availability of large-scale digitized art collections. Consistent with formal analyses by art historians, many of these studies highlight the significance of encoding spatial structures within artworks to enhance our understanding of visual arts. However, defining universally applicable, interpretable, and sufficiently simple units that capture the essence of paintings and their artistic styles remains challenging. Here we examine ordering patterns in pixel intensities within two-by-two partitions of images from nearly 140,000 paintings created over the past thousand years. These patterns, categorized into eleven types based on arguments of continuity and symmetry, are both universally applicable and detailed enough to correlate with low-level visual features of paintings. We uncover a universal distribution of these patterns, with consistent prevalence within groups, yet modulated across groups by a nontrivial interplay between pattern smoothness and the likelihood of identical pixel intensities. This finding provides a standardized metric for comparing paintings and styles, further establishing a scale to measure deviations from the average prevalence. Our research also shows that these simple patterns carry valuable information for identifying painting styles, though styles generally exhibit considerable variability in the prevalence of ordinal patterns. Moreover, shifts in the prevalence of these patterns reveal a trend in which artworks increasingly diverge from the average incidence over time; however, this evolution is neither smooth nor uniform, with substantial variability in pattern prevalence, particularly after the 1930s.

physics.soc-ph↗

arXiv2024

A symbolic information approach applied to human intracranial data to characterize and distinguish different congnitive processes

How the human brain processes information during different cognitive tasks is one of the greatest questions in contemporary neuroscience. Understanding the statistical properties of brain signals during specific activities is one promising way to address this question. Here we analyze freely available data from implanted electrocorticography (ECoG) in five human subjects during two different cognitive tasks in the light of information theory quantifiers ideas. We employ a symbolic information approach to determine the probability distribution function associated with the time series from different cortical areas. Then we utilize these probabilities to calculate the associated Shannon entropy and a statistical complexity measure based on the disequilibrium between the actual time series and one with a uniform probability distribution function. We show that an Euclidian distance in the complexity-entropy plane and an asymmetry index for complexity are useful for comparing the two conditions. We show that our method can distinguish visual search epochs from blank screen intervals in different electrodes and patients. By using a multi-scale approach and embedding time delays to downsample the data, we find important time scales in which the relevant information is being processed. We also determine cortical regions and time intervals along the 2-second-long trials that present more pronounced differences between the two cognitive tasks. Finally, we show that the method is useful to distinguish cognitive processes using brain activity on a trial-by-trial basis.

q-bio.NC↗

arXiv2022

20 years of ordinal patterns: Perspectives and challenges

In 2002, in a seminal article, Christoph Bandt and Bernd Pompe proposed a new methodology for the analysis of complex time series, now known as Ordinal Analysis. The ordinal methodology is based on the computation of symbols (known as ordinal patterns) which are defined in terms of the temporal ordering of data points in a time series, and whose probabilities are known as ordinal probabilities. With the ordinal probabilities, the Shannon entropy can be calculated, which is the permutation entropy. Since it was proposed, the ordinal method has found applications in fields as diverse as biomedicine and climatology. However, some properties of ordinal probabilities are still not fully understood, and how to combine the ordinal approach of feature extraction with machine learning techniques for model identification, time series classification or forecasting remains a challenge. The objective of this perspective article is to present some recent advances and to discuss some open problems.

physics.data-an↗

arXiv2022

Permutation Jensen-Shannon distance: A versatile and fast symbolic tool for complex time series analysis

The main motivation of this paper is to introduce the permutation Jensen-Shannon distance, a symbolic tool able to quantify the degree of similarity between two arbitrary time series. This quantifier results from the fusion of two concepts, the Jensen-Shannon divergence and the encoding scheme based on the sequential ordering of the elements in the data series. The versatility and robustness of this ordinal symbolic distance for characterizing and discriminating different dynamics are illustrated through several numerical and experimental applications. Results obtained allow us to be optimistic about its usefulness in the field of complex time series analysis. Moreover, thanks to its simplicity, low computational cost, wide applicability and less susceptibility to outliers and artifacts, this ordinal measure can efficiently handle large amounts of data and help to tackle the current big data challenges.

physics.data-an↗

arXiv2021

A symbolic information approach to characterize response-related differences in cortical activity during a Go/No-Go task

How the brain processes information from external stimuli in order to perceive the world and act on it is one of the greatest questions in neuroscience. To address this question different time series analyzes techniques have been employed to characterize the statistical properties of brain signals during cognitive tasks. Typically response-specific processes are addressed by comparing the time course of average event-related potentials in different trials type. Here we analyze monkey Local Field Potentials data during visual pattern discrimination called Go/No-Go task in the light of information theory quantifiers. We show that the Bandt-Pompe symbolization methodology to calculate entropy and complexity of data is a useful tool to distinguish response-related differences between Go and No-Go trials. We propose to use an asymmetry index to statistically validate trial type differences. Moreover, by using the multi-scale approach and embedding time delays to downsample the data we can estimate the important time scales in which the relevant information is been processed.

q-bio.NC↗

arXiv2020

Statistical complexity is maximized close to criticality in cortical dynamics

Complex systems are typically characterized as an intermediate situation between a complete regular structure and a random system. Brain signals can be studied as a striking example of such systems: cortical states can range from highly synchronous and ordered neuronal activity (with higher spiking variability) to desynchronized and disordered regimes (with lower spiking variability). It has been recently shown, by testing independent signatures of criticality, that a phase transition occurs in a cortical state of intermediate spiking variability. Here, we use a symbolic information approach to show that, despite the monotonical increase of the Shannon entropy between ordered and disordered regimes, we can determine an intermediate state of maximum complexity based on the Jensen disequilibrium measure. More specifically, we show that statistical complexity is maximized close to criticality for cortical spiking data of urethane-anesthetized rats, as well as for a network model of excitable elements that presents a critical point of a non-equilibrium phase transition.

q-bio.NC↗

arXiv2019

Inhibitory autapse mediates anticipated synchronization between coupled neurons

Two identical autonomous dynamical systems unidirectionally coupled in a sender-receiver configuration can exhibit anticipated synchronization (AS) if the Receiver neuron (R) also receives a delayed negative self-feedback. Recently, AS was shown to occur in a three-neuron motif with standard chemical synapses where the delayed inhibition was provided by an interneuron. Here we show that a two-neuron model in the presence of an inhibitory autapse, which is a massive self-innervation present in the cortical architecture, may present AS. The GABAergic autapse regulates the internal dynamics of the Receiver neuron and acts as the negative delayed self-feedback required by dynamical systems in order to exhibit AS. In this biologically plausible scenario, a smooth transition from the usual delayed synchronization (DS) to AS typically occurs when the inhibitory conductance is increased. The phenomenon is shown to be robust when model parameters are varied within a physiological range. For extremely large values of the inhibitory autapse the system undergoes to a phase-drift regime in which the Receiver is faster than the Sender. Furthermore, we show that the inhibitory autapse promotes a faster internal dynamics of the free-running Receiver when the two neurons are uncoupled, which could be the mechanism underlying anticipated synchronization and the DS-AS transition.

physics.bio-ph↗

arXiv2018

An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers

This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total daily turnover. By using the complexity-entropy causality plane, we could discriminate three different dynamics in the data set. Whereas most of the cryptocurrencies follow a similar pattern, there are two currencies (ETC and ETH) that exhibit a more persistent stochastic dynamics, and two other currencies (DASH and XEM) whose behavior is closer to a random walk. Consequently, similar financial assets, using blockchain technology, are differentiated by market participants.

q-fin.ST↗

arXiv2017

Quantifying instabilities in Financial Markets

Financial global crisis has devastating impacts to economies since early XX century and continues to impose increasing collateral damages for governments, enterprises, and society in general. Up to now, all efforts to obtain efficient methods to predict these events have been disappointing. However, the quest for a robust estimator of the degree of the market efficiency, or even, a crisis predictor, is still one of the most studied subjects in the field. We present here an original contribution that combines Information Theory with graph concepts, to study the return rate series of 32 global trade markets. Specifically, we propose a very simple quantifier that shows to be highly correlated with global financial instability periods, being also a good estimator of the market crisis risk and market resilience. We show that this estimator displays striking results when applied to countries that played central roles during the last major global market crisis. The simplicity and effectiveness of our quantifier allow us to anticipate its use in a wide range of disciplines.

q-fin.ST↗

arXiv2017

Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers

This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important events. The series under study is the daily prices of West Texas Intermediate (WTI) in USD/BBL, commonly used as a benchmark in oil pricing. The analysis is performed using information-theory-derived quantifiers, namely permutation entropy and permutation statistical complexity. These metrics allow capturing the hidden structure in the market dynamics, and allow discriminating different degrees of informational efficiency. We find that some geopolitical events impact on the underlying dynamical structure of the market.

q-fin.ST↗

arXiv2017

Multiscale permutation entropy analysis of laser beam wandering in isotropic turbulence

We have experimentally quantified the temporal structural diversity from the coordinate fluctuations of a laser beam propagating through isotropic optical turbulence. The main focus here is on the characterization of the long-range correlations in the wandering of a thin Gaussian laser beam over a screen after propagating through a turbulent medium. To fulfill this goal, a laboratory-controlled experiment was conducted in which coordinate fluctuations of the laser beam were recorded at a sufficiently high sampling rate for a wide range of turbulent conditions. Horizontal and vertical displacements of the laser beam centroid were subsequently analyzed by implementing the symbolic technique based on ordinal patterns to estimate the well-known permutation entropy. We show that the permutation entropy estimations at multiple time scales evidence an interplay between different dynamical behaviors. More specifically, a crossover between two different scaling regimes is observed. We confirm a transition from an integrated stochastic process contaminated with electronic noise to a fractional Brownian motion with a Hurst exponent H = 5/6 as the sampling time increases. Besides, we are able to quantify, from the estimated entropy, the amount of electronic noise as a function of the turbulence strength. We have also demonstrated that these experimental observations are in very good agreement with numerical simulations of noisy fractional Brownian motions with a well-defined crossover between two different scaling regimes.

cond-mat.stat-mech↗

arXiv2016

Libor at crossroads: stochastic switching detection using information theory quantifiers

This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies), during the last 14 years. The analysis was performed using a novel technique in financial economics: the Complexity-Entropy Causality Plane. This planar representation allows the discrimination of different stochastic and chaotic regimes. Using a temporal analysis based on moving windows, this paper unveals an abnormal movement of Libor time series arround the period of the 2007 financial crisis. This alteration in the stochastic dynamics of Libor is contemporary of what press called "Libor scandal", i.e. the manipulation of interest rates carried out by several prime banks. We argue that our methodology is suitable as a market watch mechanism, as it makes visible the temporal redution in informational efficiency of the market.

q-fin.ST↗

arXiv2016

Classification and Verification of Online Handwritten Signatures with Time Causal Information Theory Quantifiers

We present a new approach for online handwritten signature classification and verification based on descriptors stemming from Information Theory. The proposal uses the Shannon Entropy, the Statistical Complexity, and the Fisher Information evaluated over the Bandt and Pompe symbolization of the horizontal and vertical coordinates of signatures. These six features are easy and fast to compute, and they are the input to an One-Class Support Vector Machine classifier. The results produced surpass state-of-the-art techniques that employ higher-dimensional feature spaces which often require specialized software and hardware. We assess the consistency of our proposal with respect to the size of the training sample, and we also use it to classify the signatures into meaningful groups.

cs.IT↗

arXiv2015

Characterization of Vehicle Behavior with Information Theory

This work proposes the use of Information Theory for the characterization of vehicles behavior through their velocities. Three public data sets were used: i.Mobile Century data set collected on Highway I-880, near Union City, California; ii.Borlänge GPS data set collected in the Swedish city of Borlänge; and iii.Beijing taxicabs data set collected in Beijing, China, where each vehicle speed is stored as a time series. The Bandt-Pompe methodology combined with the Complexity-Entropy plane were used to identify different regimes and behaviors. The global velocity is compatible with a correlated noise with f^{-k} Power Spectrum with k >= 0. With this we identify traffic behaviors as, for instance, random velocities (k aprox. 0) when there is congestion, and more correlated velocities (k aprox. 3) in the presence of free traffic flow.

cs.IT↗

arXiv2015

Noise versus chaos in a causal Fisher-Shannon plane

We revisit the Fisher-Shannon representation plane ${\mathcal H} \times {\mathcal F}$, evaluated using the Bandt and Pompe recipe to assign a probability distribution to a time series. Several stochastic dynamical (noises with $f^{-k}$, $k \geq 0$, power spectrum) and chaotic processes (27 chaotic maps) are analyzed so as to illustrate the approach. Our main achievement is uncovering the informational properties of the planar location.

nlin.CD↗

arXiv2015

Efficiency and credit ratings: a permutation-information-theory analysis

The role of credit rating agencies has been under severe scrutiny after the subprime crisis. In this paper we explore the relationship between credit ratings and informational efficiency of a sample of thirty nine corporate bonds of US oil and energy companies from April 2008 to November 2012. For that purpose, we use a powerful statistical tool relatively new in the financial literature: the complexity-entropy causality plane. This representation space allows to graphically classify the different bonds according to their degree of informational efficiency. We find that this classification agrees with the credit ratings assigned by Moody's. Particularly, we detect the formation of two clusters, that correspond to the global categories of investment and speculative grades. Regarding to the latter cluster, two subgroups reflect distinct levels of efficiency. Additionally, we also find an intriguing absence of correlation between informational efficiency and firm characteristics. This allows us to conclude that the proposed permutation-information-theory approach provides an alternative practical way to justify bond classification.

q-fin.ST↗