Information Processing Features Can Detect Behavioral Regimes of Dynamical Systems

Figure 5

200 time points showing the progression of the three information features memory (M), transfer (T), and synergy (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 take as 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 more than twelve years: the EUR data from January 12, 1998, to August 12, 2011, and the USD data from April 29, 1999, to June 6, 2011. 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.