Related papers: Increment entropy as a measure of complexity for t…
We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…
Beyond the local constraints imposed by grammar, words concatenated in long sequences carrying a complex message show statistical regularities that may reflect their linguistic role in the message. In this paper, we perform a systematic…
A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…
This study investigates entropy's potential for analyzing scientific research patterns across disciplines. Originating from thermodynamics, entropy now measures uncertainty and diversity in information systems. We examine Shannon Entropy,…
In this paper, we developed a novel method of nonparametric relative entropy (RlEn) for modelling loss of complexity in intermittent time series. The method consists of two steps. We first fit a nonlinear autoregressive model to each…
We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…
Contextual entropy is a psycholinguistic measure capturing the anticipated difficulty of processing a word just before it is encountered. Recent studies have tested for entropy-related effects as a potential complement to well-known effects…
Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…
The electrical activity of external anal sphincter can be registered with surface electromyography. This signals are known to be highly complex and nonlinear. This work aims in characterisation of the information carried in the signals by…
Existing training criteria in automatic speech recognition(ASR) permit the model to freely explore more than one time alignments between the feature and label sequences. In this paper, we use entropy to measure a model's uncertainty, i.e.…
The Shannon entropy is used as a basis for applying different lemmas and conjectures concerning the set of gaps between prime numbers G_p , thus estimating several measures of it. The same procedures are applied to artificially created…
Ever since Claude Shannon used entropy for his "Mathematical Theory of Communication", entropy has become a buzzword in research circles with scientists applying entropy to describe any phenomena that are reminiscent of disorder. In this…
Entropy is the measure of uncertainty in any data and is adopted for maximisation of mutual information in many remote sensing operations. The availability of wide entropy variations motivated us for an investigation over the suitability…
We discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our…
We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…
Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…
Calculating the Shannon entropy for symbolic sequences has been widely considered in many fields. For descriptive statistical problems such as estimating the N-gram entropy of English language text, a common approach is to use as much data…
In this paper, I expand Shannon's definition of entropy into a new form of entropy that allows integration of information from different random events. Shannon's notion of entropy is a special case of my more general definition of entropy.…
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…
For any infinite word $w$ on a finite alphabet $A$, the complexity function $p_w$ of $w$ is the sequence counting, for each non-negative $n$, the number $p_w(n)$ of words of length $n$ on the alphabet $A$ that are factors of the infinite…