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

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 modeled 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 μ 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. In many of the studied cases, the second moment scaling H appears to even improve as the rate of false positives increases, reaching estimation errors of about 4 − 7 % . • Estimation of temporal complexity by diffusion scaling is investigated. • A stochastic model with events triggering damped oscillations is used. • An event detection method is proposed and applied. • Event-driven diffusion scaling is robust in the presence of false positives. • For H ≲ 2 . 5 , estimation improves as number of false positives increases.