Related papers: Entropies in case of continuous time
Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…
Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…
Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…
The problem of defining and studying complexity of a time series has interested people for years. In the context of dynamical systems, Grassberger has suggested that a slow approach of the entropy to its extensive asymptotic limit is a sign…
Different notions of entropy play a fundamental role in the classical theory of dynamical systems. Unlike many other concepts used to analyze autonomous dynamics, both measure-theoretic and topological entropy can be extended quite…
The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
A powerful tool is developed for the characterization of chaotic signals. The approach is based on the symbolic encoding of time series (according to their ordinal patterns) combined with the ensuing characterization of the corresponding…
Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…
We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…
Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…
Entropic Dynamics is a framework in which dynamical laws are derived as an application of entropic methods of inference. No underlying action principle is postulated. Instead, the dynamics is driven by entropy subject to the constraints…
Entropic dynamics is a framework in which the laws of dynamics are derived as an application of entropic methods of inference. Its successes include the derivation of quantum mechanics and quantum field theory from probabilistic principles.…
According to a previous conjecture, spatial and temporal Lyapunov exponents of chaotic extended systems can be obtained from derivatives of a suitable function: the entropy potential. The validity and the consequences of this hypothesis are…
Under certain conditions, the rate of increase of the statistical entropy of a simple, fully chaotic, conservative system is known to be given by a single number, characteristic of this system, the Kolmogorov-Sinai entropy rate. This…
We present some new results which relate information to chaotic dynamics. In our approach the quantity of information is measured by the Algorithmic Information Content (Kolmogorov complexity) or by a sort of computable version of it…