The Past and the Future in the Present

Author(s): Crutchfield, James P.; Ellison, Christopher J. | Abstract: We show how the shared information between the past and future---the excess entropy---derives from the components of directional information stored in the present---the predictive and retrodictive causal states. A detailed proof allows us to highlight a number of the subtle problems in estimation and analysis that impede accurate calculation of the excess entropy.

[1]  Young,et al.  Inferring statistical complexity. , 1989, Physical review letters.

[2]  A. U.S.,et al.  Predictability , Complexity , and Learning , 2002 .

[3]  J. Sprott Chaos and time-series analysis , 2001 .

[4]  James P. Crutchfield,et al.  Prediction, Retrodiction, and the Amount of Information Stored in the Present , 2009, ArXiv.

[5]  James P Crutchfield,et al.  Time's barbed arrow: irreversibility, crypticity, and stored information. , 2009, Physical review letters.

[6]  N. Ay,et al.  Multi-Information in the Thermodynamic Limit , 2004 .

[7]  G. Edelman,et al.  A measure for brain complexity: relating functional segregation and integration in the nervous system. , 1994, Proceedings of the National Academy of Sciences of the United States of America.

[8]  J. Crutchfield,et al.  Regularities unseen, randomness observed: levels of entropy convergence. , 2001, Chaos.

[9]  James P. Crutchfield,et al.  Equivalence of History and Generator Epsilon-Machines , 2011, ArXiv.

[10]  Raymond W. Yeung,et al.  A new outlook of Shannon's information measures , 1991, IEEE Trans. Inf. Theory.

[11]  Fraser,et al.  Independent coordinates for strange attractors from mutual information. , 1986, Physical review. A, General physics.

[12]  James P. Crutchfield,et al.  Asymptotic Synchronization for Finite-State Sources , 2010, ArXiv.

[13]  H. Kantz,et al.  Nonlinear time series analysis , 1997 .

[14]  Daniel Ray Upper,et al.  Theory and algorithms for hidden Markov models and generalized hidden Markov models , 1998 .

[15]  J. Crutchfield,et al.  Statistical complexity of simple one-dimensional spin systems , 1997, cond-mat/9702191.

[16]  Thomas M. Cover,et al.  Elements of Information Theory , 2005 .

[17]  W. Ebeling,et al.  Entropy and Long-Range Correlations in Literary English , 1993, cond-mat/0204108.

[18]  Lukasz Debowski,et al.  On the Vocabulary of Grammar-Based Codes and the Logical Consistency of Texts , 2008, IEEE Transactions on Information Theory.