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Complexity is an important metric for appropriate characterization of different classes of irregular signals, observed in the laboratory or in nature. The literature is already rich in the description of such measures using a variety of…

One of the most useful tools for distinguishing between chaotic and stochastic time series is the so-called complexity-entropy causality plane. This diagram involves two complexity measures: the Shannon entropy and the statistical…

Data Analysis, Statistics and Probability · Physics 2018-02-27 Max Jauregui , Luciano Zunino , Ervin K. Lenzi , Renio S. Mendes , Haroldo V. Ribeiro

Classification is a machine learning method used in many practical applications: text mining, handwritten character recognition, face recognition, pattern classification, scene labeling, computer vision, natural langage processing. A…

Machine Learning · Computer Science 2025-11-05 Doulaye Dembélé

The electroencephalographic (EEG) data intracerebrally recorded from 20 epileptic humans with different brain origins of focal epilepsies or types of seizures, ages and sexes are investigated (nearly 700 million data). Multi channel…

Biological Physics · Physics 2010-02-19 Caglar Tuncay

Entropy can signify different things: For instance, heat transfer in thermodynamics or a measure of information in data analysis. Many entropies have been introduced and it can be difficult to ascertain their different importance and…

Mathematical Physics · Physics 2025-07-10 Henrik Jeldtoft Jensen , Piergiulio Tempesta

Probability theory is fundamental for modeling uncertainty, with traditional probabilities being real and non-negative. Complex probability extends this concept by allowing complex-valued probabilities, opening new avenues for analysis in…

Information Theory · Computer Science 2025-03-07 Chan Li , Hejun Xu , Zhu Cao

Bounds on the entropy of patterns of sequences generated by independently identically distributed (i.i.d.) sources are derived. A pattern is a sequence of indices that contains all consecutive integer indices in increasing order of first…

Information Theory · Computer Science 2007-07-13 Gil I. Shamir

We present exact results for two complementary measures of spatial structure generated by 1D spin systems with finite-range interactions. The first, excess entropy, measures the apparent spatial memory stored in configurations. The second,…

Statistical Mechanics · Physics 2009-10-30 James P. Crutchfield , David P. Feldman

We determine the amount of information contained in a time series of price returns at a given time scale, by using a widespread tool of the information theory, namely the Shannon entropy, applied to a symbolic representation of this time…

Statistical Finance · Quantitative Finance 2022-08-26 Xavier Brouty , Matthieu Garcin

Reasoning models often outperform smaller models but at 3--5$\times$ higher cost and added latency. We present entropy-guided refinement: a lightweight, test-time loop that uses token-level uncertainty to trigger a single, targeted…

Artificial Intelligence · Computer Science 2025-09-03 Andrew G. A. Correa , Ana C. H de Matos

The goal of this paper is to develop an estimate for the entropy of random long-range correlated symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov…

Information Theory · Computer Science 2014-12-12 S. S. Melnik , O. V. Usatenko

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

We compared entropy for texts written in natural languages (English, Spanish) and artificial languages (computer software) based on a simple expression for the entropy as a function of message length and specific word diversity. Code text…

Computation and Language · Computer Science 2015-12-03 Gerardo Febres , Klaus Jaffe , Carlos Gershenson

We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…

Quantitative Methods · Quantitative Biology 2015-06-04 S. Stramaglia , Guo-Rong Wu , M. Pellicoro , D. Marinazzo

Entropic measures of complexity are able to quantify the information encoded in complex network structures. Several entropic measures have been proposed in this respect. Here we study the relation between the Shannon entropy and the Von…

Disordered Systems and Neural Networks · Physics 2011-09-30 Kartik Anand , Ginestra Bianconi , Simone Severini

This is a review of group entropy and its application to permutation complexity. Specifically we revisit a new approach to the notion of complexity in time serie analysis, based on both permutation entropy and group entropy. As a result,…

Mathematical Physics · Physics 2024-01-24 José M. Amigó , Roberto Dale , Piergiulio Tempesta

There are numerous characterizations of Shannon entropy and Tsallis entropy as measures of information obeying certain properties. Using work by Faddeev and Furuichi, we derive a very simple characterization. Instead of focusing on the…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz , Tom Leinster

We describe how to analyze the wide class of non stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability…

Information Theory · Computer Science 2020-02-19 Carlos Granero-Belinchon , Stéphane G. Roux , Nicolas Garnier

In natural language processing, the entropy of a language is a measure of its unpredictability and complexity. The first study on this subject was conducted by Claude Shannon in 1951. By having participants predict the next character in a…

Computation and Language · Computer Science 2026-05-01 Anton Lavreniuk , Mykyta Mudryi , Markiian Chaklosh

A scheme is presented to extract detailed dynamical signatures from successive measurements of complex systems. Relative entropy based time series tools are used to quantify the gain in predictive power of increasing past knowledge. By…

Data Analysis, Statistics and Probability · Physics 2008-12-31 Nick S. Jones