Metacognition as a Consequence of Competing Evolutionary Time Scales

Evolution is full of coevolving systems characterized by complex spatio-temporal interactions that lead to intertwined processes of adaptation. Yet, how adaptation across multiple levels of temporal scales and biological complexity is achieved remains unclear. Here, we formalize how evolutionary multi-scale processing underlying adaptation constitutes a form of metacognition flowing from definitions of metaprocessing in machine learning. We show (1) how the evolution of metacognitive systems can be expected when fitness landscapes vary on multiple time scales, and (2) how multiple time scales emerge during coevolutionary processes of sufficiently complex interactions. After defining a metaprocessor as a regulator with local memory, we prove that metacognition is more energetically efficient than purely object-level cognition when selection operates at multiple timescales in evolution. Furthermore, we show that existing modeling approaches to coadaptation and coevolution—here active inference networks, predator–prey interactions, coupled genetic algorithms, and generative adversarial networks—lead to multiple emergent timescales underlying forms of metacognition. Lastly, we show how coarse-grained structures emerge naturally in any resource-limited system, providing sufficient evidence for metacognitive systems to be a prevalent and vital component of (co-)evolution. Therefore, multi-scale processing is a necessary requirement for many evolutionary scenarios, leading to de facto metacognitive evolutionary outcomes.     

Two-Step Measurement of Water–Energy–Food Symbiotic Coordination and Identification of Key Influencing Factors in the Yangtze River Basin

With the intensification of people’s production and life behaviors, the systemic risks of water, energy and food in the Yangtze River Basin have become increasingly prominent, which has become a bottleneck for sustainable development of social, economic and ecological in the basin. Therefore, studying the symbiotic coordination between water, energy and food is of great significance to promoting regional sustainable development. First, from the perspective of water–energy–food symbiosis, with the water–energy–food ecosystem conceptual model as the nexus, the two-step measurement model of the symbiotic index and the symbiotic level index is used to study the water–energy–food symbiosis of the Yangtze River. Then, we use the BP-DEMATEL-GTCW model to identify the key influencing factors that affect the symbiotic security of the water–energy–food ecosystem. In this research, it is found that the average value of the symbiotic degree of the water–energy–food ecosystem of the 11 provinces or municipalities in the Yangtze River Basin only reached the risk grade. It can also be seen from the identification results of key influencing factors that energy microsystem-related indicators have a greater impact on the symbiotic development of the entire WEF ecosystem. Therefore, special attention needs to be paid to increasing energy sources and reducing expenditure. Relevant departments need to effectively develop primary energy production and expand energy-saving investment through multiple channels to expand energy self-sufficiency and ultimately promote the coordinated and effective development of water, energy and food in the Yangtze River Basin.     

Arbitrary-Order Finite-Time Corrections for the Kramers–Moyal Operator

With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers–Moyal operator via a power-series expansion of the exponential operator. This expansion is necessary for deriving the different terms in a stochastic differential equation. With the full representation of this operator, we are able to separate finite-time corrections of the power-series expansion of arbitrary order into terms with and without derivatives of the Kramers–Moyal coefficients. We arrive at a closed-form solution expressed through conditional moments, which can be extracted directly from time-series data with a finite sampling intervals. We provide all finite-time correction terms for parametric and non-parametric estimation of the Kramers–Moyal coefficients for discontinuous processes which can be easily implemented—employing Bell polynomials—in time-series analyses of stochastic processes. With exemplary cases of insufficiently sampled diffusion and jump-diffusion processes, we demonstrate the advantages of our arbitrary-order finite-time corrections and their impact in distinguishing diffusion and jump-diffusion processes strictly from time-series data.     

Inequalities for Jensen–Sharma–Mittal and Jeffreys–Sharma–Mittal Type f–Divergences

In this paper, we introduce new divergences called Jensen–Sharma–Mittal and Jeffreys–Sharma–Mittal in relation to convex functions. Some theorems, which give the lower and upper bounds for two new introduced divergences, are provided. The obtained results imply some new inequalities corresponding to known divergences. Some examples, which show that these are the generalizations of Rényi, Tsallis, and Kullback–Leibler types of divergences, are provided in order to show a few applications of new divergences.     

Lattice Boltzmann Solver for Multiphase Flows: Application to High Weber and Reynolds Numbers

The lattice Boltzmann method, now widely used for a variety of applications, has also been extended to model multiphase flows through different formulations. While already applied to many different configurations in low Weber and Reynolds number regimes, applications to higher Weber/Reynolds numbers or larger density/viscosity ratios are still the topic of active research. In this study, through a combination of a decoupled phase-field formulation—the conservative Allen–Cahn equation—and a cumulant-based collision operator for a low-Mach pressure-based flow solver, we present an algorithm that can be used for higher Reynolds/Weber numbers. The algorithm was validated through a variety of test cases, starting with the Rayleigh–Taylor instability in both 2D and 3D, followed by the impact of a droplet on a liquid sheet. In all simulations, the solver correctly captured the flow dynamics andmatched reference results very well. As the final test case, the solver was used to model droplet splashing on a thin liquid sheet in 3D with a density ratio of 1000 and kinematic viscosity ratio of 15, matching the water/air system at We = 8000 and Re = 1000. Results showed that the solver correctly captured the fingering instabilities at the crown rim and their subsequent breakup, in agreement with experimental and numerical observations reported in the literature.     

Earth’s Complexity Is Non-Computable: The Limits of Scaling Laws,Nonlinearity and Chaos

Current physics commonly qualifies the Earth system as ‘complex’ because it includes numerous different processes operating over a large range of spatial scales, often modelled as exhibiting non-linear chaotic response dynamics and power scaling laws. This characterization is based on the fundamental assumption that the Earth’s complexity could, in principle, be modeled by (surrogated by) a numerical algorithm if enough computing power were granted. Yet, similar numerical algorithms also surrogate different systems having the same processes and dynamics, such as Mars or Jupiter, although being qualitatively different from the Earth system. Here, we argue that understanding the Earth as a complex system requires a consideration of the Gaia hypothesis: the Earth is a complex system because it instantiates life—and therefore an autopoietic, metabolic-repair (M,R) organization—at a planetary scale. This implies that the Earth’s complexity has formal equivalence to a self-referential system that inherently is non-algorithmic and, therefore, cannot be surrogated and simulated in a Turing machine. We discuss the consequences of this, with reference to in-silico climate models, tipping points, planetary boundaries, and planetary feedback loops as units of adaptive evolution and selection.     

Multiscale Permutation Lempel–Ziv Complexity Measure for Biomedical Signal Analysis: Interpretation and Application to Focal EEG Signals

This paper analyses the complexity of electroencephalogram (EEG) signals in different temporal scales for the analysis and classification of focal and non-focal EEG signals. Futures from an original multiscale permutation Lempel–Ziv complexity measure (MPLZC) were obtained. MPLZC measure combines a multiscale structure, ordinal analysis, and permutation Lempel–Ziv complexity for quantifying the dynamic changes of an electroencephalogram (EEG). We also show the dependency of MPLZC on several straight-forward signal processing concepts, which appear in biomedical EEG activity via a set of synthetic signals. The main material of the study consists of EEG signals, which were obtained from the Bern-Barcelona EEG database. The signals were divided into two groups: focal EEG signals (n = 100) and non-focal EEG signals (n = 100); statistical analysis was performed by means of non-parametric Mann–Whitney test. The mean value of MPLZC results in the non-focal group are significantly higher than those in the focal group for scales above 1 (p < 0.05). The result indicates that the non-focal EEG signals are more complex. MPLZC feature sets are used for the least squares support vector machine (LS-SVM) classifier to classify into the focal and non-focal EEG signals. Our experimental results confirmed the usefulness of the MPLZC method for distinguishing focal and non-focal EEG signals with a classification accuracy of 86%.     

Data-Driven Corrections of Partial Lotka–Volterra Models

In many applications of interacting systems, we are only interested in the dynamic behavior of a subset of all possible active species. For example, this is true in combustion models (many transient chemical species are not of interest in a given reaction) and in epidemiological models (only certain subpopulations are consequential). Thus, it is common to use greatly reduced or partial models in which only the interactions among the species of interest are known. In this work, we explore the use of an embedded, sparse, and data-driven discrepancy operator to augment these partial interaction models. Preliminary results show that the model error caused by severe reductions—e.g., elimination of hundreds of terms—can be captured with sparse operators, built with only a small fraction of that number. The operator is embedded within the differential equations of the model, which allows the action of the operator to be interpretable. Moreover, it is constrained by available physical information and calibrated over many scenarios. These qualities of the discrepancy model—interpretability, physical consistency, and robustness to different scenarios—are intended to support reliable predictions under extrapolative conditions.     

Spectral Properties of Effective Dynamics from Conditional Expectations

The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffusion processes, a general procedure to find effective equations is the conditioning approach. In this paper, we are interested in the spectrum of the generator of the resulting effective dynamics, and how it compares to the spectrum of the full generator. We prove a new relative error bound in terms of the eigenfunction approximation error for reversible systems. We also present numerical examples indicating that, if Kramers–Moyal (KM) type approximations are used to compute the spectrum of the reduced generator, it seems largely insensitive to the time window used for the KM estimators. We analyze the implications of these observations for systems driven by underdamped Langevin dynamics, and show how meaningful effective dynamics can be defined in this setting.     

Entropic Uncertainty for Two Coupled Dipole Spins Using Quantum Memory under the Dzyaloshinskii–Moriya Interaction

In the thermodynamic equilibrium of dipolar-coupled spin systems under the influence of a Dzyaloshinskii–Moriya (D–M) interaction along the z-axis, the current study explores the quantum-memory-assisted entropic uncertainty relation (QMA-EUR), entropy mixedness and the concurrence two-spin entanglement. Quantum entanglement is reduced at increased temperature values, but inflation uncertainty and mixedness are enhanced. The considered quantum effects are stabilized to their stationary values at high temperatures. The two-spin entanglement is entirely repressed if the D–M interaction is disregarded, and the entropic uncertainty and entropy mixedness reach their maximum values for equal coupling rates. Rather than the concurrence, the entropy mixedness can be a proper indicator of the nature of the entropic uncertainty. The effect of model parameters (D–M coupling and dipole–dipole spin) on the quantum dynamic effects in thermal environment temperature is explored. The results reveal that the model parameters cause significant variations in the predicted QMA-EUR.     

Entropy Estimation Using a Linguistic Zipf–Mandelbrot–Li Model for Natural Sequences

Entropy estimation faces numerous challenges when applied to various real-world problems. Our interest is in divergence and entropy estimation algorithms which are capable of rapid estimation for natural sequence data such as human and synthetic languages. This typically requires a large amount of data; however, we propose a new approach which is based on a new rank-based analytic Zipf–Mandelbrot–Li probabilistic model. Unlike previous approaches, which do not consider the nature of the probability distribution in relation to language; here, we introduce a novel analytic Zipfian model which includes linguistic constraints. This provides more accurate distributions for natural sequences such as natural or synthetic emergent languages. Results are given which indicates the performance of the proposed ZML model. We derive an entropy estimation method which incorporates the linguistic constraint-based Zipf–Mandelbrot–Li into a new non-equiprobable coincidence counting algorithm which is shown to be effective for tasks such as entropy rate estimation with limited data.     

The Shannon–McMillan Theorem Proves Convergence to Equiprobability of Boltzmann’s Microstates

This paper shows that, for a large number of particles and for distinguishable and non-interacting identical particles, convergence to equiprobability of the W microstates of the famous Boltzmann–Planck entropy formula S = k log(W) is proved by the Shannon–McMillan theorem, a cornerstone of information theory. This result further strengthens the link between information theory and statistical mechanics.     

Dynamics of Ultracold Bosons in Artificial Gauge Fields—Angular Momentum,Fragmentation, and the Variance of Entropy

We consider the dynamics of two-dimensional interacting ultracold bosons triggered by suddenly switching on an artificial gauge field. The system is initialized in the ground state of a harmonic trapping potential. As a function of the strength of the applied artificial gauge field, we analyze the emergent dynamics by monitoring the angular momentum, the fragmentation as well as the entropy and variance of the entropy of absorption or single-shot images. We solve the underlying time-dependent many-boson Schrödinger equation using the multiconfigurational time-dependent Hartree method for indistinguishable particles (MCTDH-X). We find that the artificial gauge field implants angular momentum in the system. Fragmentation—multiple macroscopic eigenvalues of the reduced one-body density matrix—emerges in sync with the dynamics of angular momentum: the bosons in the many-body state develop non-trivial correlations. Fragmentation and angular momentum are experimentally difficult to assess; here, we demonstrate that they can be probed by statistically analyzing the variance of the image entropy of single-shot images that are the standard projective measurement of the state of ultracold atomic systems.     

Condensation and Crystal Nucleation in a Lattice Gas with a Realistic Phase Diagram

We reconsider model II of Orban et al. (J. Chem. Phys. 1968, 49, 1778–1783), a two-dimensional lattice-gas system featuring a crystalline phase and two distinct fluid phases (liquid and vapor). In this system, a particle prevents other particles from occupying sites up to third neighbors on the square lattice, while attracting (with decreasing strength) particles sitting at fourth- or fifth-neighbor sites. To make the model more realistic, we assume a finite repulsion at third-neighbor distance, with the result that a second crystalline phase appears at higher pressures. However, the similarity with real-world substances is only partial: Upon closer inspection, the alleged liquid–vapor transition turns out to be a continuous (albeit sharp) crossover, even near the putative triple point. Closer to the standard picture is instead the freezing transition, as we show by computing the free-energy barrier relative to crystal nucleation from the “liquid”.     

Statistical Physics Approach to Liquid Crystals: Dynamics of Mobile Potts Model Leading to Smectic Phase,Phase Transition by Wang–Landau Method

We study the nature of the smectic–isotropic phase transition using a mobile 6-state Potts model. Each Potts state represents a molecular orientation. We show that with the choice of an appropriate microscopic Hamiltonian describing the interaction between individual molecules modeled by a mobile 6-state Potts spins, we observe the smectic phase dynamically formed when we cool the molecules from the isotropic phase to low temperatures (T). In order to elucidate the order of the transition and the low-T properties, we use the high-performance Wang–Landau flat energy-histogram technique. We show that the smectic phase goes to the liquid (isotropic) phase by melting/evaporating layer by layer starting from the film surface with increasing T. At a higher T, the whole remaining layers become orientationally disordered. The melting of each layer is characterized by a peak of the specific heat. Such a succession of partial transitions cannot be seen by the Metropolis algorithm. The successive layer meltings/evaporations at low T are found to have a first-order character by examining the energy histogram. These results are in agreement with experiments performed on some smectic liquid crystals.     

Analysis on International Competitiveness of Service Trade in the Guangdong–Hong Kong–Macao Greater Bay Area Based on Using the Entropy and Gray Correlation Methods

Based on the analysis and measurement of the overall situation, import and export structure and international competitiveness of the various sectors of service trade in the Guangdong–Hong Kong–Macao Greater Bay Area, with the help of MATLAB and Gray System Modeling software, the synergy degree model was established to quantitatively analyze the synergy level of service trade in the Greater Bay Area with the help of grey correlation analysis method and entropy weight method. The results show that the overall development trend of service trade in the Guangdong–Hong Kong–Macao Greater Bay Area is good. The service trade industries in different regions are highly complementary and have a high degree of correlation. The potential for the coordinated development of internal service trade is excellent, and the overall situation of service trade in the Greater Bay Area is in a stage of transition from a moderate level of synergy to a high level of synergy. The Greater Bay Area can achieve industrial synergy by accelerating industrial integration and green transformation, establishing a coordinated development mechanism, sharing market platform, strengthening personnel security, and further enhancing the international competitiveness of service trade. The established model better reflects the current coordination of service trade in the Guangdong–Hong Kong–Macao Greater Bay Area and has good applicability. In the future, more economic, technological, geographic, and policy data and information can be comprehensively used to study the spatial pattern, evolution rules, and mechanisms of coordinated development in the broader area.     

Comparative Analysis of Different Univariate Forecasting Methods in Modelling and Predicting the Romanian Unemployment Rate for the Period 2021–2022

Unemployment has risen as the economy has shrunk. The coronavirus crisis has affected many sectors in Romania, some companies diminishing or even ceasing their activity. Making forecasts of the unemployment rate has a fundamental impact and importance on future social policy strategies. The aim of the paper is to comparatively analyze the forecast performances of different univariate time series methods with the purpose of providing future predictions of unemployment rate. In order to do that, several forecasting models (seasonal model autoregressive integrated moving average (SARIMA), self-exciting threshold autoregressive (SETAR), Holt–Winters, ETS (error, trend, seasonal), and NNAR (neural network autoregression)) have been applied, and their forecast performances have been evaluated on both the in-sample data covering the period January 2000–December 2017 used for the model identification and estimation and the out-of-sample data covering the last three years, 2018–2020. The forecast of unemployment rate relies on the next two years, 2021–2022. Based on the in-sample forecast assessment of different methods, the forecast measures root mean squared error (RMSE), mean absolute error (MAE), and mean absolute percent error (MAPE) suggested that the multiplicative Holt–Winters model outperforms the other models. For the out-of-sample forecasting performance of models, RMSE and MAE values revealed that the NNAR model has better forecasting performance, while according to MAPE, the SARIMA model registers higher forecast accuracy. The empirical results of the Diebold–Mariano test at one forecast horizon for out-of-sample methods revealed differences in the forecasting performance between SARIMA and NNAR, of which the best model of modeling and forecasting unemployment rate was considered to be the NNAR model.     

Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound

This paper presents a difference-type lower bound for the Bayes risk as a difference-type extension of the Borovkov–Sakhanenko bound. The resulting bound asymptotically improves the Bobrovsky–Mayor–Wolf–Zakai bound which is difference-type extension of the Van Trees bound. Some examples are also given.     

Financial Return Distributions: Past,Present, and COVID-19

We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commodities. Based on recent data from the years 2017–2020, we model tails of the return distributions at different time scales by using power-law, stretched exponential, and q-Gaussian functions. We focus on the fitted function parameters and how they change over the years by comparing our results with those from earlier studies and find that, on the time horizons of up to a few minutes, the so-called “inverse-cubic power-law” still constitutes an appropriate global reference. However, we no longer observe the hypothesized universal constant acceleration of the market time flow that was manifested before in an ever faster convergence of empirical return distributions towards the normal distribution. Our results do not exclude such a scenario but, rather, suggest that some other short-term processes related to a current market situation alter market dynamics and may mask this scenario. Real market dynamics is associated with a continuous alternation of different regimes with different statistical properties. An example is the COVID-19 pandemic outburst, which had an enormous yet short-time impact on financial markets. We also point out that two factors—speed of the market time flow and the asset cross-correlation magnitude—while related (the larger the speed, the larger the cross-correlations on a given time scale), act in opposite directions with regard to the return distribution tails, which can affect the expected distribution convergence to the normal distribution.