Robustness of complexity estimation in event-driven signals against accuracy of event detection method

TL;DR

This study evaluates how the accuracy of event detection methods impacts the estimation of complexity in event-driven signals, demonstrating robustness of complexity metrics despite false positives.

Contribution

It systematically assesses the effect of event detection accuracy on complexity estimation, introducing a pipeline combining RTE-Finder and EDDiS for synthetic signals.

Findings

Complexity estimation remains robust despite high false positive rates.

Power-law IETs with μ≤2.5 show improved second moment scaling with false positives.

Estimation errors are approximately 4-7% under certain conditions.

Abstract

Complexity has gained recent attention in machine learning for its ability to extract synthetic information from large datasets. Complex dynamical systems are characterized by temporal complexity associated with intermittent birth-death events of self-organizing behavior. These rapid transition events (RTEs) can be modelled as a stochastic point process on the time axis, with inter-event times (IETs) revealing rich dynamics. In particular, IETs with power-law distribution mark a departure from the Poisson statistics and indicate the presence of nontrivial complexity that is quantified by the power-law exponent $\mu$ of the IET distribution. However, detection of RTEs in noisy signals remains a challenge, since false positives can obscure the statistical structure of the underlying process. In this paper, we address the problem of quantifying the effect of the event detection tool on the accuracy of complexity estimation. This is reached through a systematic evaluation of the Event-Driven Diffusion Scaling (EDDiS) algorithm, a tool exploiting event-driven diffusion to estimate temporal complexity.After introducing the event detection method RTE-Finder (RTEF), we assess the performance of the RTEF-EDDiS pipeline using event-driven synthetic signals. The reliability of the RTEF is found to strongly depend on parameters such as the percentile and the number of false positives can be much higher than the number of genuine complex events. Despite this, we found that the complexity estimation is quite robust with respect to the rate of false positives. For the power-law distributed IETs with $\mu\le2.5$, the second moment scaling $H$ appears to even improve as the rate of false positives increases, reaching estimation errors of about 4-7%.