Multi-scale analysis. Here, we can see how to construct equivalence class microscales from a given macroscale such that mutual information is fixed. Left: a three-element system (top), and its associated TPM. We select a single node () to expand. Middle: expanding node into nodes and results in a four-element system, which crucially preserves the mutual information from the joint-past to the joint future. We can select another node () to expand again, resulting in Right: the final microscale expansion of our system. Note that the original node has been expanded twice, while the overall mutual information dynamics are preserved in all cases. (Online version in colour.)