A Statistical Measure of Complexity

The intuition that a long history is required for the emergence of complexity in natural systems is formalized using the notion of depth. The depth of a system is defined in terms of the number of parallel computational steps needed to simulate it. Depth provides an objective, irreducible measure of history applicable to systems of the kind studied in statistical physics. It is argued that physical complexity cannot occur in the absence of substantial depth and that depth is ...

We present a complexity measure for any finite time series. This measure has invariance under any monotonic transformation of the time series, has a degree of robustness against noise, and has the adaptability of satisfying almost all the widely accepted but conflicting criteria for complexity measurements. Surprisingly, the measure is developed from Kolmogorov complexity, which is traditionally believed to represent only randomness and to satisfy one criterion to the exclusi...

Depth is a complexity measure for natural systems of the kind studied in statistical physics and is defined in terms of computational complexity. Depth quantifies the length of the shortest parallel computation required to construct a typical system state or history starting from simple initial conditions. The properties of depth are discussed and it is compared to other complexity measures. Depth can only be large for systems with embedded computation.

It is known that statistical model selection as well as identification of dynamical equations from available data are both very challenging tasks. Physical systems behave according to their underlying dynamical equations which, in turn, can be identified from experimental data. Explaining data requires selecting mathematical models that best capture the data regularities. The existence of fundamental links among physical systems, dynamical equations, experimental data and sta...

The problem of defining and studying complexity of a time series has interested people for years. In the context of dynamical systems, Grassberger has suggested that a slow approach of the entropy to its extensive asymptotic limit is a sign of complexity. We investigate this idea further by information theoretic and statistical mechanics techniques and show that these arguments can be made precise, and that they generalize many previous approaches to complexity, in particular...

The term complexity derives etymologically from the Latin plexus, which means interwoven. Intuitively, this implies that something complex is composed by elements that are difficult to separate. This difficulty arises from the relevant interactions that take place between components. This lack of separability is at odds with the classical scientific method - which has been used since the times of Galileo, Newton, Descartes, and Laplace - and has also influenced philosophy and...

The standard assumptions that underlie many conceptual and quantitative frameworks do not hold for many complex physical, biological, and social systems. Complex systems science clarifies when and why such assumptions fail and provides alternative frameworks for understanding the properties of complex systems. This review introduces some of the basic principles of complex systems science, including complexity profiles, the tradeoff between efficiency and adaptability, the nec...

If a concept is not well defined, there are grounds for its abuse. This is particularly true of complexity, an inherently interdisciplinary concept that has penetrated very different fields of intellectual activity from physics to linguistics, but with no underlying, unified theory. Complexity has become a popular buzzword used in the hope of gaining attention or funding -- institutes and research networks associated with complex systems grow like mushrooms. Why and how did i...

This paper is concerned with complex macroscopic behaviour arising in many-body systems through the combinations of competitive interactions and disorder, even with simple ingredients at the microscopic level. It attempts to indicate and illustrate the richness that has arisen, in conceptual understanding, in methodology and in application, across a large range of scientific disciplines, together with a hint of some of the further opportunities that remain to be tapped. In do...

We discuss a characterization of complexity based on successive approximations of the probability density describing a system by means of maximum entropy methods, thereby quantifying the respective role played by different orders of interaction. This characterization is applied on simple cellular automata in order to put it in perspective with the usual notion of complexity for such systems based on Wolfram classes. The overlap is shown to be good, but not perfect. This sugge...