Abstract

In this paper a short overview on complex systems and their basic features, as well as the models and mathematical tools developed for their analysis, is given. This review is formed according to the related experience, activity and scientific interests of the author, namely focused on mainly in nonlinear time series analysis and statistics and their applications on different physical systems. In particular, rough outlines are given concerning the phenomenology of complex systems, e.g. far from equilibrium thermodynamics and Tsallis statistics, power law scaling, multi-fractality, low dimensional chaos, SOC, strange kinetics and anomalous diffusion and turbulent intermittency. In addition, a non-complete list of models, based on equations or agent based, is briefly described such as Kuramoto – Sivashinsky equation, cubic complex Ginzburg-Landau Equation, reaction-diffusion Equation, fractional equations, cellular automata, complex networks and artificial neural networks. A more extended review is provided concerning the nonlinear time series analysis complex systems, describing tools like mutual information, flatness coefficient, structure functions, Tsallis q-triplet, correlation dimension and Lyapunov exponents in the reconstructed phase space, which can provide valuable information for the complex system’s dynamics. Finally, applications of nonlinear time series analysis on various physical systems, such as earthquakes, Earth’s magnetosphere, solar plasma and solar wind, plastic deformation of materials, epilepsy, economical indices and DNA structure, are provided.