GÖRNERUP, OLOF; JACOBI, MARTIN NILSSON - In: Advances in Complex Systems (ACS) 11 (2008) 01, pp. 1-16
Complex systems may often be characterized by their hierarchical dynamics. In this paper we present a method and an … determine which of the projections impose Markovian dynamics on the coarser level. These projections, which we call Markov … projections, then constitute the hierarchical dynamics of the system. The algorithm operates on time series or other statistics …