Information Processing Features Can Detect Behavioral Regimes of Dynamical Systems

Figure 4

200 time points showing the progression of the three information features memory (M), transfer (T), and integration (S) computed with a time delay of 1 day (similar to for ECA). The color indicates the time difference with September 15, 2008 (big black dot), which we consider the starting point of the 2008 crisis, from dark blue (long before) to dark red (long after) and white at the crisis date. The data spans from January 1, 1999, to April 21, 2017; the large green dot is the last time point also present in the IRS data in 2011. In this information space we clearly observe signs of a two attractor regimes separated by a sudden regime shift. Mutual information is calculated using a sliding window of days; the 200 windows partially overlap and are placed uniformly over the dataset, where the first and last window include the first and last day of the dataset, respectively. The gray plus signs are the projections of the 3D points on the visible side faces for better visibility of the positions of the points.