Tangle: A metric for quantifying complexity and erratic behavior in short time series

Abstract

Temporal complexity refers to qualities of a time series that are emergent, erratic, or not easily described by linear processes. Quantifying temporal complexity within a system is key to understanding the time based dynamics of said system. However, many current methods of complexity quantification are not widely used in psychological research because of their technical difficulty, computational intensity, or large number of required data samples. These requirements impede the study of complexity in many areas of psychological science. A method is presented, tangle, which overcomes these difficulties and allows for complexity quantification in relatively short time series, such as those typically obtained from psychological studies. Tangle is a measure of how dissimilar a given process is from simple periodic motion. Tangle relies on the use of a three-dimensional time delay embedding of a one-dimensional time series. This embedding is then iteratively scaled and premultiplied by a modified upshift matrix until a convergence criterion is reached. The efficacy of tangle is shown on five mathematical time series and using emotional stability, anxiety time series data obtained from 65 socially anxious participants over a 5-week period, and positive affect time series derived from a single participant who experienced a major depression episode during measurement. Simulation results show tangle is able to distinguish between different complex temporal systems in time series with as few as 50 samples. Tangle shows promise as a reliable quantification of irregular behavior of a time series. Unlike many other complexity quantification metrics, tangle is technically simple to implement and is able to uncover meaningful information about time series derived from psychological research studies. (PsycInfo Database Record (c) 2022 APA, all rights reserved).