Information dynamics: foundations and applications
Bayesian estimationcodingfeedforward neural networksinformation processinginformation theorymaximum-entropy principlemaximum-likelihoodminimum Kullback-Leibler entropynonlinear chaotic dynamicsnonparametric characterization of time seriesparametric extraction of statistical structurerecurrent neural networkspatiotemporal dynamical systemsspiking networkstime series analysisunivariate- and multivariate time series
Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory (37-02) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Statistical aspects of information-theoretic topics (62B10) Neural nets applied to problems in time-dependent statistical mechanics (82C32) Neural networks for/in biological studies, artificial life and related topics (92B20)
The book deals with information dynamics, that is to say, information processing in complex dynamical systems. More explicitly, the authors ask ``under which circumstances it is possible to extract quantitatively and characterize the statistical structures underlying time-dependent real-world data, and they propose a solution to these problems via a unifying approach (based on information theory) to the extraction of parametric, nonparametric and semiparametric statistical structure. What is striking in this book is that it does not contain any theorem with proof. This is due to the fact that it mainly summarizes some results obtained in an industrial project which obviously had to work in the applications irrespective of any theory. It comprises 10 chapters including the introduction. In order to prepare the reader, Chapter 2 (dynamical systems: an overview) provides an overview of dynamical systems, including chaotic deterministic systems, stochastic systems and time series. The problem of parametric extraction of statistical structure is described in Chapter 3 (statistical structure extraction in dynamical systems: parametric formulation), and a solution is proposed which is based on a combination of information theory with neural networks. Chapter 4 (applications: parametric characterization of time series) applies the approach to the modelling of time series related to nonlinear chaotic dynamics. Chapter 5 (statistical structure extraction in dynamical systems: nonparametric formulation) deals with an information theoretic nonparametric formulation for statistical structure extraction in dynamical systems. The concept of information flow is introduced. Chapter 6 (applications: nonparametric characterization of time series) applies the method described in Chapter 5 to the nonparametric characterization of time series. In Chapter 7 (statistical structure extraction in dynamical systems: semiparametric formulation), the purpose of the authors is to detect the Markovian features of dynamical systems by analyzing their flow of information. Univariate-and multivariate time series are considered. In Chapter 8 (applications: semiparametric characterization of time series), the method of the preceeding chapter is applied to the semiparametric characterization of univariate and multivariate time series. Chapter 9 (information processing and coding in spatiotemporal dynamical systems: spiking networks) considers distributed parameter systems, and a principle for the generation of spiking coding and information processing is stated. Chapter 10 (applications: information processing and coding in spatiotemporal dynamical systems) applies results of Chapter 9 to neural networks. The basic statistical tools used are summarized in Chapter 3: Bayesian estimation, maximum-likelihood, maximum-entropy principle, minimum Kullback-Leibler entropy, feedforward neural networks, recurrent neural network. In the opinion of the reviewer, the (or one of the) main interests of the book is to provide a new approach to time series analysis via information theory only.
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