Entropic nonextensivity as a measure of time series complexity

Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the trajectory manifold, and the entropy of the globally linearized manifold. When the entropies are Tsallis entropies, the complexity is characterized by the value of q.