18 August 2020

On Prediction V (Chaos)

"Chaos is but unperceived order; it is a word indicating the limitations of the human mind and the paucity of observational facts. The words ‘chaos’, ‘accidental’, ‘chance’, ‘unpredictable’ are conveniences behind which we hide our ignorance." (Harlow Shapley, "Of Stars and Men: Human Response to an Expanding Universe", 1958)

"The term chaos is used in a specific sense where it is an inherently random pattern of behaviour generated by fixed inputs into deterministic (that is fixed) rules (relationships). The rules take the form of non-linear feedback loops. Although the specific path followed by the behaviour so generated is random and hence unpredictable in the long-term, it always has an underlying pattern to it, a 'hidden' pattern, a global pattern or rhythm. That pattern is self-similarity, that is a constant degree of variation, consistent variability, regular irregularity, or more precisely, a constant fractal dimension. Chaos is therefore order (a pattern) within disorder (random behaviour)." (Ralph D Stacey, "The Chaos Frontier: Creative Strategic Control for Business", 1991)

"Often, we use the word random loosely to describe something that is disordered, irregular, patternless, or unpredictable. We link it with chance, probability, luck, and coincidence. However, when we examine what we mean by random in various contexts, ambiguities and uncertainties inevitably arise. Tackling the subtleties of randomness allows us to go to the root of what we can understand of the universe we inhabit and helps us to define the limits of what we can know with certainty." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"We use mathematics and statistics to describe the diverse realms of randomness. From these descriptions, we attempt to glean insights into the workings of chance and to search for hidden causes. With such tools in hand, we seek patterns and relationships and propose predictions that help us make sense of the world." (Ivars Peterson, "The Jungles of Randomness: A Mathematical Safari", 1998)

"The subject of probability begins by assuming that some mechanism of uncertainty is at work giving rise to what is called randomness, but it is not necessary to distinguish between chance that occurs because of some hidden order that may exist and chance that is the result of blind lawlessness. This mechanism, figuratively speaking, churns out a succession of events, each individually unpredictable, or it conspires to produce an unforeseeable outcome each time a large ensemble of possibilities is sampled."  (Edward Beltrami, "Chaos and Order in Mathematics and Life", 1999)

"A Black Swan is a highly improbable event with three principal characteristics: It is unpredictable; it carries a massive impact; and, after the fact, we concoct an explanation that makes it appear less random, and more predictable, than it was. […] The Black Swan idea is based on the structure of randomness in empirical reality. [...] the Black Swan is what we leave out of simplification." (Nassim N Taleb, "The Black Swan", 2007)

"[...] a high degree of unpredictability is associated with erratic trajectories. This not only because they look random but mostly because infinitesimally small uncertainties on the initial state of the system grow very quickly - actually exponentially fast. In real world, this error amplification translates into our inability to predict the system behavior from the unavoidable imperfect knowledge of its initial state." (Massimo Cencini et al, "Chaos: From Simple Models to Complex Systems", 2010)

"In chaotic deterministic systems, the probabilistic description is not linked to the number of degrees of freedom (which can be just one as for the logistic map) but stems from the intrinsic erraticism of chaotic trajectories and the exponential amplification of small uncertainties, reducing the control on the system behavior." (Massimo Cencini et al, "Chaos: From Simple Models to Complex Systems", 2010)

"Strange attractors, unlike regular ones, are geometrically very complicated, as revealed by the evolution of a small phase-space volume. For instance, if the attractor is a limit cycle, a small two-dimensional volume does not change too much its shape: in a direction it maintains its size, while in the other it shrinks till becoming a 'very thin strand' with an almost constant length. In chaotic systems, instead, the dynamics continuously stretches and folds an initial small volume transforming it into a thinner and thinner 'ribbon' with an exponentially increasing length." (Massimo Cencini et al, "Chaos: From Simple Models to Complex Systems", 2010)

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