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Table 1 P-values of Kruskal Wallis Rank Sum Test based on simulated coupled systems. The first column is the number of the experiment. Columns 2-5 correspond to the identification results of the average mutual information for systems with varying degrees of noise. Columns 6-9 correspond to the identification results of the average edge overlap for systems with varying degrees of noise

From: Early warning signals for stock market crashes: empirical and analytical insights utilizing nonlinear methods

No.

Average mutual information

Average edge overlap

50 % noise

10 % noise

2 % noise

Without noise

50 % noise

10 % noise

2 % noise

Without noise

Sim 1

7.11 E-05

8.38 E-05

1.02 E-04

5.98 E-04

6.34 E-14

7.63 E-11

4.41 E-12

2.29 E-13

Sim 2

1.68 E-05

5.05 E-04

8.44 E-05

5.98 E-04

9.74 E-14

1.39 E-10

5.86 E-12

2.29 E-13

Sim 3

2.33 E-04

8.87 E-05

8.95 E-05

5.98 E-04

1.33 E-13

8.76 E-11

6.76 E-12

2.29 E-13

Sim 4

2.21 E-06

1.28 E-03

7.94 E-05

5.98 E-04

1.10 E-13

1.48 E-10

3.06 E-12

2.29 E-13

Sim 5

6.06 E-05

8.54 E-05

8.16 E-05

5.98 E-04

1.21 E-13

6.92 E-11

6.13 E-12

2.29 E-13

Sim 6

1.81 E-05

5.27 E-04

4.23 E-05

5.98 E-04

9.62 E-14

9.27 E-11

3.85 E-12

2.29 E-13

Sim 7

6.73 E-05

3.56 E-04

3.82 E-06

5.98 E-04

1.07 E-13

1.62 E-10

5.79 E-12

2.29 E-13

Sim 8

6.73 E-05

1.01 E-03

1.64 E-04

5.98 E-04

9.17 E-14

1.31 E-10

5.45 E-12

2.29 E-13

Sim 9

1.50 E-05

3.83 E-05

3.11 E-05

5.98 E-04

7.40 E-14

1.46 E-10

5.59 E-12

2.29 E-13

Sim 10

1.93 E-04

8.40 E-05

4.21 E-06

5.98 E-04

1.09 E-13

8.01 E-11

5.11 E-12

2.29 E-13