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Approximate entropy (ApEn) and sample entropy (SampEn) are widely used for temporal complexity analysis of real-world phenomena. However, their relationship with the Hurst exponent as a measure of self-similarity is not widely studied.…

Computational Physics · Physics 2018-12-17 Amir Omidvarnia , Mostefa Mesbah , Mangor Pedersen , Graeme Jackson

Whether a system is to be considered complex or not depends on how one searches for correlations. We propose a general scheme for calculation of entropies in lattice systems that has high flexibility in how correlations are successively…

Statistical Mechanics · Physics 2015-06-18 Torbjørn Helvik , Kristian Lindgren

Here we deconstruct, and then in a reasoned way reconstruct, the concept of "entropy of a system," paying particular attention to where the randomness may be coming from. We start with the core concept of entropy as a COUNT associated with…

General Physics · Physics 2017-05-10 Tommaso Toffoli

The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…

Statistical Mechanics · Physics 2021-07-28 Gabriele Carcassi , Christine A. Aidala , Julian Barbour

A time series is uniquely represented by its geometric shape, which also carries information. A time series can be modelled as the trajectory of a particle moving in a force field with one degree of freedom. The force acting on the particle…

Information Theory · Computer Science 2018-10-16 Kaushik Majumdar , Srinath Jayachandran

We study the notion of approximate entropy within the framework of network theory. Approximate entropy is an uncertainty measure originally proposed in the context of dynamical systems and time series. We firstly define a purely structural…

Disordered Systems and Neural Networks · Physics 2013-05-30 James West , Lucas Lacasa , Simone Severini , Andrew Teschendorff

The complexity of a system description is a function of the entropy of its symbolic description. Prior to computing the entropy of the system description, an observation scale has to be assumed. In natural language texts, typical scales are…

Information Theory · Computer Science 2015-03-31 Gerardo Febres , Klaus Jaffe

We introduce the concept of inflation word entropy for random substitutions with a constant and primitive substitution matrix. Previous calculations of the topological entropy of such systems implicitly used this concept and established…

Dynamical Systems · Mathematics 2020-04-15 Philipp Gohlke

Shannon's entropy and other entropy-based concepts are derived from the new, more general concept of relative divergence of one "grading' function on a linearly ordered set from another such function. The definition of relative divergence…

Probability · Mathematics 2019-03-14 Alexander Dukhovny

The Shannon entropy is a widely used summary statistic, for example, network traffic measurement, anomaly detection, neural computations, spike trains, etc. This study focuses on estimating Shannon entropy of data streams. It is known that…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

The complexity function of an infinite word $w$ on a finite alphabet $A$ is the sequence counting, for each non-negative $n$, the number of words of length $n$ on the alphabet $A$ that are factors of the infinite word $w$. For any given…

Dynamical Systems · Mathematics 2018-03-01 C. Mauduit , C. -G. Moreira

Shannon entropy is widely used to measure the complexity of DNA sequences but suffers from saturation effects that limit its discriminative power for long uniform segments. We introduce a novel metric, the entropy rank ratio R, which…

Information Theory · Computer Science 2025-11-10 Emmanuel Pio Pastore , Giuseppe Passarino , Peppino Sapia , Francesco De Rango

Neural networks have dramatically increased our capacity to learn from large, high-dimensional datasets across innumerable disciplines. However, their decisions are not easily interpretable, their computational costs are high, and building…

Computer Vision and Pattern Recognition · Computer Science 2024-07-08 Mackenzie J. Meni , Ryan T. White , Michael Mayo , Kevin Pilkiewicz

A practical measure for the complexity of sequences of symbols (``strings'') is introduced that is rooted in automata theory but avoids the problems of Kolmogorov-Chaitin complexity. This physical complexity can be estimated for ensembles…

adap-org · Physics 2009-10-28 C. Adami , N. J. Cerf

In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…

The paper makes the observation that all orders of information entropy are equal in signals composed of repeating units of distinct symbols where the units can be classified as a member of a symmetry group. This leads to an improved metric…

Information Theory · Computer Science 2010-07-14 Reginald D. Smith

Any continuous curve in a higher dimensional space can be considered a trajectory that can be parameterized by a single variable, usually taken as time. It is well known that a continuous curve can have a fractional dimensionality, which…

Data Analysis, Statistics and Probability · Physics 2024-05-08 Roxana Peña-Mendieta , Ania Mesa-Rodríguez , Ernesto Estevez-Rams , Daniel Estevez-Moya , Danays Kunka

The entropy of a graph is an information-theoretic quantity which expresses the complexity of a graph \cite{DM1,M}. After Shannon introduced the definition of entropy to information and communication, many generalizations of the entropy…

Combinatorics · Mathematics 2014-11-26 Xueliang Li , Zhongmei Qin , Meiqin Wei , Ivan Gutman , Matthias Dehmer

The problem addressed concerns the determination of the average number of successive attempts of guessing a word of a certain length consisting of letters with given probabilities of occurrence. Both first- and second-order approximations…

Information Theory · Computer Science 2015-06-19 Kerstin Andersson

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

Computation · Statistics 2017-10-11 Brendon J. Brewer
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