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A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…

Statistical Mechanics · Physics 2022-10-19 Darko Stosic , Dusan Stosic , Tatijana Stosic , Borko Stosic

In the evolving landscape of data science, the accurate quantification of clustering in high-dimensional data sets remains a significant challenge, especially in the absence of predefined labels. This paper introduces a novel approach, the…

Machine Learning · Statistics 2023-11-29 Claus Metzner , Achim Schilling , Patrick Krauss

Stereo depth estimation is error-prone; hence, effective error detection methods are desirable. Most such existing methods depend on characteristics of the stereo matching cost curve, making them unduly dependent on functional details of…

Computer Vision and Pattern Recognition · Computer Science 2017-11-29 Subhayan Mukherjee , Irene Cheng , Ram Mohana Reddy Guddeti , Anup Basu

Measuring the predictability and complexity of time series using entropy is essential tool de-signing and controlling a nonlinear system. However, the existing methods have some drawbacks related to the strong dependence of entropy on the…

Machine Learning · Computer Science 2022-01-14 Andrei Velichko , Hanif Heidari

We propose utilizing entropy as a diagnostic tool to distinguish between constant and dynamical dark energy models. Entropy, a measure of the system's disorder or information content, captures the complexity and evolution of the universe.…

General Relativity and Quantum Cosmology · Physics 2025-07-16 Tanisha Joshi

Algebraic representations of time series are symbolic representations whose symbols belong to a finite group. Precisely, the framework of the present paper is the analysis of coupled time series in algebraic representations and, more…

Dynamical Systems · Mathematics 2026-05-29 José M. Amigó , Roberto Dale

The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (MEDM) to detect the structure scale of a given time series,…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Jeong Won Lee , Joongwoo Brian Park , Hang-Hyun Jo , Jae-Suk Yang , Hie-Tae Moon

Entropy measures of probability distributions are widely used measures in ecology, biology, genetics, and in other fields, to quantify species diversity of a community. Unfortunately, entropy-based diversity indices, or diversity indices…

Populations and Evolution · Quantitative Biology 2014-08-14 Karim T. Abou-Moustafa

We consider the problem of defining the significance of an itemset. We say that the itemset is significant if we are surprised by its frequency when compared to the frequencies of its sub-itemsets. In other words, we estimate the frequency…

Machine Learning · Computer Science 2019-04-30 Nikolaj Tatti

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

Complexity measures are introduced, that quantify the change of the natural entropy fluctuations at different length scales in time-series emitted from systems operating far from equilibrium. They identify impending sudden cardiac death…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , M. S. Lazaridou

Model or variable selection is usually achieved through ranking models according to the increasing order of preference. One of methods is applying Kullback-Leibler distance or relative entropy as a selection criterion. Yet that will raise…

Statistical Mechanics · Physics 2007-05-23 Chih-Yuan Tseng

The use of rapidity gaps is proposed as a measure of the spatial pattern of an event. When the event multiplicity is low, the gaps between neighboring particles carry far more information about an event than multiplicity spikes, which may…

High Energy Physics - Phenomenology · Physics 2009-10-31 Rudolph C. Hwa , Qing-hui Zhang

Time lag between variables is a key characteristics of dynamical systems in different fields and identifying such time lag is an important problem in complex systems with many applications. Transfer Entropy (TE) was proposed as a tool for…

Machine Learning · Computer Science 2023-02-07 Jian Ma

Inferring and comparing complex, multivariable probability density functions is fundamental to problems in several fields, including probabilistic learning, network theory, and data analysis. Classification and prediction are the two faces…

Information Theory · Computer Science 2017-03-30 David J. Galas , T. Gregory Dewey , James Kunert-Graf , Nikita A. Sakhanenko

The Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields…

Information Theory · Computer Science 2022-03-25 Alexandre L. M. Levada

Permutation Entropy (PE) has been shown to be a useful tool for time series analysis due to its low computational cost and noise robustness. This has drawn for its successful application in many fields. Some of these include damage…

Data Analysis, Statistics and Probability · Physics 2020-04-06 Audun Myers , Firas Khasawneh

The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Other Statistics · Statistics 2017-07-05 G. Corso , T. L. Prado , G. Z. dos S. Lima , S. R. Lopes