%0 Book Section %1 statphys23_0969 %A Hernandez-perez, R. %A Guzman-vargas, L. %A Brown, F. Angulo %B Abstract Book of the XXIII IUPAP International Conference on Statistical Physics %C Genova, Italy %D 2007 %E Pietronero, Luciano %E Loreto, Vittorio %E Zapperi, Stefano %K entropy series statphys23 time topic-11 %T Trade-off between information and variability in time series analysis %U http://st23.statphys23.org/webservices/abstract/preview_pop.php?ID_PAPER=969 %X We present numerical evidence of the presence of a trade-off between the amount of information comprised in a time series, which is the output of a natural system, and the entropy produced by the system in generating this information. In particular, we analyze the relation between the spectral correlation exponent and the entropy. We observed that, as the time correlations increase, the variability of the signal reduces. Finally, we discuss a hypothesis on how this trade-off could be related to energy optimization done by the system, while at the same increasing its robustness on the information generation.

@incollection{statphys23_0969, abstract = {We present numerical evidence of the presence of a trade-off between the amount of information comprised in a time series, which is the output of a natural system, and the entropy produced by the system in generating this information. In particular, we analyze the relation between the spectral correlation exponent and the entropy. We observed that, as the time correlations increase, the variability of the signal reduces. Finally, we discuss a hypothesis on how this trade-off could be related to energy optimization done by the system, while at the same increasing its robustness on the information generation.}, added-at = {2007-06-20T10:16:09.000+0200}, address = {Genova, Italy}, author = {Hernandez-perez, R. and Guzman-vargas, L. and Brown, F. Angulo}, biburl = {https://www.bibsonomy.org/bibtex/247054b93d1caf1e1319462056fbaff3a/statphys23}, booktitle = {Abstract Book of the XXIII IUPAP International Conference on Statistical Physics}, editor = {Pietronero, Luciano and Loreto, Vittorio and Zapperi, Stefano}, interhash = {999e04f671c429df496fb47311b1904c}, intrahash = {47054b93d1caf1e1319462056fbaff3a}, keywords = {entropy series statphys23 time topic-11}, month = {9-13 July}, timestamp = {2007-06-20T10:16:35.000+0200}, title = {Trade-off between information and variability in time series analysis}, url = {http://st23.statphys23.org/webservices/abstract/preview_pop.php?ID_PAPER=969}, year = 2007 }