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Electroencephalography (EEG) is a tool that allows us to analyze brain activity with high temporal resolution. These measures, combined with deep learning and digital signal processing, are widely used in neurological disorder detection and…

Signal Processing · Electrical Eng. & Systems 2024-11-20 Isaac Ariza , Lorenzo J. Tardon , Ana M. Barbancho , Irene De-Torres , Isabel Barbancho

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

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…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

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

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

The study considers advantages of the introduced measure of time based on the entropy change under irreversible processes (entropy production). Using the example of non-equilibrium expansion of an ideal gas in vacuum, such a measure is…

Statistical Mechanics · Physics 2016-08-24 Leonid M. Martyushev , Evgenii V. Shaiapin

'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between…

Statistical Mechanics · Physics 2014-01-24 Fatimah Abdul Razak , Henrik Jeldtoft Jensen

We present a measure for characterizing statistical relationships between two time sequences. In contrast to commonly used measures like cross-correlations, coherence and mutual information, the proposed measure is non-symmetric and…

chao-dyn · Physics 2009-10-31 J. Arnhold , P. Grassberger , K. Lehnertz , C. E. Elger

The refined composite multiscale-entropy algorithm was applied to the time-dependent behavior of the Weierstrass functions, colored noise, and Logistic map to provide fresh insight into the dynamics of these fluctuating phenomena. For the…

Data Analysis, Statistics and Probability · Physics 2018-10-17 Jamieson Brechtl , Xie Xie , Karen A. Dahmen , Peter K. Liaw

Electrophysiological observation plays a major role in epilepsy evaluation. However, human interpretation of brain signals is subjective and prone to misdiagnosis. Automating this process, especially seizure detection relying on scalp-based…

Machine Learning · Computer Science 2018-07-06 David Ahmedt-Aristizabal , Clinton Fookes , Kien Nguyen , Sridha Sridharan

Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in…

Data Analysis, Statistics and Probability · Physics 2021-03-08 José M. Amigó , Roberto Dale , Piergiulio Tempesta

It has been demonstrated that excitable media with a tree structure performed better than other network topologies, it is natural to consider neural networks defined on Cayley trees. The investigation of a symbolic space called tree-shift…

Dynamical Systems · Mathematics 2018-02-28 Jung-Chao Ban , Chih-Hung Chang , Nai-Zhu Huang

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…

Dynamical Systems · Mathematics 2026-01-14 Philipp Gohlke , Andrew Mitchell , Dan Rust , Tony Samuel

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

The purpose of this study was to investigate how the entropy of a neuron cell can be measured using membrane ion current signals, which were recorded from neurons in the mouse medial prefrontal cortex (mPFC). The sample entropy and the…

Neurons and Cognition · Quantitative Biology 2025-08-05 Mahmut Akilli

Entropy in nonequilibrium statistical mechanics is investigated theoretically so as to extend the well-established equilibrium framework to open nonequilibrium systems. We first derive a microscopic expression of nonequilibrium entropy for…

Statistical Mechanics · Physics 2007-06-13 Takafumi Kita

In this work, we apply information theory inspired methods to quantify changes in daily activity patterns. We use in-home movement monitoring data and show how they can help indicate the occurrence of healthcare-related events. Three…

Machine Learning · Computer Science 2022-10-06 Yushan Huang , Yuchen Zhao , Hamed Haddadi , Payam Barnaghi

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

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