Information Processing Features Can Detect Behavioral Regimes of Dynamical Systems

Figure 6

The proposed instability indicator (12) calculated for all three datasets. (a) is for small sliding window size () and (b) for a long sliding window size (), showing the indicator both on short and long time scales. The indicator is computed from the sequence of 200 information feature vectors in Figures 4 and 5. The sliding window size () is illustrated by the gray bar in the top left of the right-hand panels. The first indicator values are averages of fewer than preceding values. One year corresponds to about 250 trade days. Note that the -axes left and right are different. .

(a)

(b)