  Different aspects of the predictability problem in dynamical systems are
reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy,
Shannon entropy and algorithmic complexity is discussed. In particular, we
emphasize how a characterization of the unpredictability of a system gives a
measure of its complexity. Adopting this point of view, we review some
developments in the characterization of the predictability of systems showing
different kind of complexity: from low-dimensional systems to high-dimensional
ones with spatio-temporal chaos and to fully developed turbulence. A special
attention is devoted to finite-time and finite-resolution effects on
predictability, which can be accounted with suitable generalization of the
standard indicators. The problems involved in systems with intrinsic randomness
is discussed, with emphasis on the important problems of distinguishing chaos
from noise and of modeling the system. The characterization of irregular
behavior in systems with discrete phase space is also considered.
