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On account of a greater need for understanding the complexity of time series like physiological time series, financial time series, and many more that enter into picture for their inculpation with real-world problems, several complexity…

Chaotic Dynamics · Physics 2025-02-26 Ritik Roshan Giri , Suchandan Kayal

Sleep stage classification is a widely discussed topic, due to its importance in the diagnosis of sleep disorders, e.g. insomnia. Analysis of the brain activity during sleep is necessary to gain further insight into the processing that…

Signal Processing · Electrical Eng. & Systems 2024-10-08 Alexander Edthofer , Iris Feldhammer , Thomas Fenzl , Andreas Körner , Matthias Kreuzer

Quantification of complexity in neurophysiological signals has been studied using different methods, especially those from information or dynamical system theory. These studies revealed the dependence on different states of consciousness,…

Neurons and Cognition · Quantitative Biology 2017-01-26 D. M. Mateos , R. Guevara Erra , R. Wennberg , J. L. Perez Velazquez

Entropy metrics (for example, permutation entropy) are nonlinear measures of irregularity in time series (one-dimensional data). Some of these entropy metrics can be generalised to data on periodic structures such as a grid or lattice…

Combinatorics · Mathematics 2021-10-22 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

Time irreversibility (temporal asymmetry) is one of fundamental properties that characterize the nonlinearity of complex dynamical processes, and our brain is a typical complex dynamical system manifested with nonlinearity. Two…

Neurons and Cognition · Quantitative Biology 2020-03-10 Yao Wen-po , Yao wen-li , Dai Jia-fei , Wang Jun

Epilepsy is a neurological disorder that affects normal neural activity. These electrical activities can be recorded as signals containing information about the brain known as Electroencephalography (EEG) signals. Analysis of the EEG…

Signal Processing · Electrical Eng. & Systems 2025-07-10 Fatemeh Valipour , Zahra Valipour , Mani Garousi , Ali Khadem

Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters,…

Data Analysis, Statistics and Probability · Physics 2016-01-20 Xiaofeng Liu , Aimin Jiang , Ning Xu , Jianru Xue

The analysis of electrophysiological recordings of the human brain in resting state is a key experimental technique in neuroscience. Resting state is indeed the default condition to characterize brain dynamics. Its successful implementation…

Neurons and Cognition · Quantitative Biology 2024-05-17 Alessio Perinelli , Leonardo Ricci

Symbolic transfer entropy is a powerful non-parametric tool to detect lead-lag between time series. Because a closed expression of the distribution of Transfer Entropy is not known for finite-size samples, statistical testing is often…

Statistical Finance · Quantitative Finance 2022-06-22 Christian Bongiorno , Damien Challet

Entropy measures are effective features for time series classification problems. Traditional entropy measures, such as Shannon entropy, use probability distribution function. However, for the effective separation of time series, new entropy…

Machine Learning · Computer Science 2023-05-19 Andrei Velichko , Maksim Belyaev , Yuriy Izotov , Murugappan Murugappan , Hanif Heidari

Invasive electroencephalograph (EEG) recordings of ten patients suffering from focal epilepsy were analyzed using the method of renormalized entropy. Introduced as a complexity measure for the different regimes of a dynamical system, the…

Medical Physics · Physics 2009-10-31 K. Kopitzki , P. C. Warnke , J. Timmer

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

While it is tempting in experimental practice to seek as high a data rate as possible, oversampling can become an issue if one takes measurements too densely. These effects can take many forms, some of which are easy to detect: e.g., when…

Information Theory · Computer Science 2021-03-03 Michael Neuder , Elizabeth Bradley , Edward Dlugokencky , James W. C. White , Joshua Garland

Nonlinear dynamics play an important role in the analysis of signals. A popular, readily interpretable nonlinear measure is Permutation Entropy. It has recently been extended for the analysis of graph signals, thus providing a framework for…

We calculate a measure of statistical complexity from the global dynamics of electroencephalographic (EEG) signals from healthy subjects and epileptic patients, and are able to stablish a criterion to characterize the collective behavior in…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 M. Escalona-Moran , M. G. Cosenza , R. Lopez-Ruiz , P. Garcia

EEG time series are analyzed using the diffusion entropy method. The resulting EEG entropy manifests short-time scaling, asymptotic saturation and an attenuated alpha-rhythm modulation. These properties are faithfully modeled by a…

Data Analysis, Statistics and Probability · Physics 2009-03-06 M. Ignaccolo , M. Latka , W. Jernajczyk , P. Grigolini , B. J. West

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of…

Information Theory · Computer Science 2015-11-24 Patricia Wollstadt , Mario Martínez-Zarzuela , Raul Vicente , Francisco J. Díaz-Pernas , Michael Wibral

Complexity measures are essential to understand complex systems and there are numerous definitions to analyze one-dimensional data. However, extensions of these approaches to two or higher-dimensional data, such as images, are much less…

Data Analysis, Statistics and Probability · Physics 2012-12-27 H. V. Ribeiro , L. Zunino , E. K. Lenzi , P. A. Santoro , R. S. Mendes

EEG time series are analyzed using the diffusion entropy method. The resulting EEG entropy manifests short-time scaling, asymptotic saturation and an attenuated alpha-rhythm modulation. These properties are faithfully modeled by a…

Data Analysis, Statistics and Probability · Physics 2009-02-09 M. Ignaccolo , M. Latka , W. Jernajczyk , P. Grigolini , B. J. West
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