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math.DS2026
Time Series Correlations and Kolmogorov Complexity: A Hausdorff Dimension Perspective
Boumediene Hamzi, Marianne Clausel, Kamal Dingle +2
Spurious correlations are common in time-series analysis because simple, low-complexity patterns can produce high Pearson correlations even between unrelated series. We argue that…
math.DS2025
Retrodicting Chaotic Systems: An Algorithmic Information Theory Approach
Kamal Dingle, Boumediene Hamzi, Marcus Hutter +1
Making accurate inferences about data is a key task in science and mathematics. Here we study the problem of \emph{retrodiction}, inferring past values of a series, in the context…