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Symbolizations, the base of symbolic dynamic analysis, are classified as global static and local dynamic approaches which are combined by joint entropy in our works for nonlinear dynamic complexity analysis. Two global static methods,…

Data Analysis, Statistics and Probability · Physics 2018-02-07 Wenpo Yao , Jun Wang

Symbolic relative entropy, an efficient nonlinear complexity parameter measuring probabilistic divergences of symbolic sequences, is proposed in our nonlinear dynamics analysis of heart rates considering equal states. Equalities are not…

Quantitative Methods · Quantitative Biology 2019-01-29 Wenpo Yao Wenli Yao , Jun Wang

Symbolic transformation, a coarse-graining process, is a crucial prerequisite for and has evidential influence to the symbolic time series analysis. We employ Shannon entropy for a parameter-dependent symbolization, KW (Kurths-Wessel)…

Biological Physics · Physics 2019-05-17 Wenpo Yao , Min Wu , Jun Wang

Complexity measures are introduced, that quantify the change of the natural entropy fluctuations at different length scales in time-series emitted from systems operating far from equilibrium. They identify impending sudden cardiac death…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , M. S. Lazaridou

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum…

Statistical Mechanics · Physics 2015-05-13 R. Piasecki , A. Plastino

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

The recent extension of permutation entropy and its derivatives to graph signals has opened up new horizons for the analysis of complex, high-dimensional systems evolving on networks. However, these measures are all fundamentally rooted in…

Signal Processing · Electrical Eng. & Systems 2026-04-08 Mei-San Maggie Lei , John Stewart Fabila Carrasco , Javier Escudero

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…

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…

Methodology · Statistics 2025-01-08 Jie Li , Jian Zhang , Samantha L. Winter , Mark Burnley

We introduce Extrema-Segmented Entropy (ExSEnt), a feature-decomposed framework for quantifying time-series complexity that separates temporal from amplitude contributions. The method partitions a signal into monotonic segments by detecting…

Chaotic Dynamics · Physics 2025-09-30 Sara Kamali , Fabiano Baroni , Pablo Varona

Shannon Entropy has been extensively used for characterizing complexity of time series arising from chaotic dynamical systems and stochastic processes such as Markov chains. However, for short and noisy time series, Shannon entropy performs…

Chaotic Dynamics · Physics 2016-12-08 Nithin Nagaraj , Karthi Balasubramanian

Symbolic dynamics has proven to be an invaluable tool in analyzing the mechanisms that lead to unpredictability and random behavior in nonlinear dynamical systems. Surprisingly, a discrete partition of continuous state space can produce a…

Machine Learning · Computer Science 2007-07-13 Christopher C. Strelioff , James P. Crutchfield

A practical and popular technique to extract the symbolic dynamics from experimentally measured chaotic time series is the threshold-crossing method, by which an arbitrary partition is utilized for determining the symbols. We address to…

Chaotic Dynamics · Physics 2009-10-31 Erik M. Bollt , Theodore Stanford , Ying-Cheng Lai , Karol Zyczkowski

Permutation patterns-based approaches, such as permutation entropy (PerEn), have been widely and successfully used to analyze data. However, these methods have two main shortcomings. First, when a series is symbolized based on permutation…

Information Theory · Computer Science 2017-08-04 Hamed Azami , Javier Escudero

We introduce a graph-signal generalisation of Sample Entropy, denoted SampEn$_{G}$, to quantify irregularity of graph signals on a continuous state space, complementing existing methods on symbolic dynamics. Our approach replaces the…

Signal Processing · Electrical Eng. & Systems 2026-04-23 Mei-San Maggie Lei , John Stewart Fabila Carrasco , Javier Escudero

The complex behavior of many systems in nature requires the application of robust methodologies capable of identifying changes in their dynamics. In the case of time series (which are sensed values of a system during a time interval),…

Data Analysis, Statistics and Probability · Physics 2023-10-17 L. Guzman-Vargas , A. Zabaleta-Ortega , A. Guzman-Saenz

Multiscale entropy (MSE) is a widely-used tool to analyze biomedical signals. It was proposed to overcome the deficiencies of conventional entropy methods when quantifying the complexity of time series. However, MSE is undefined for very…

Information Theory · Computer Science 2017-05-04 Hamed Azami , Mostafa Rostaghi , Daniel Abasolo , Javier Escudero

A powerful tool is developed for the characterization of chaotic signals. The approach is based on the symbolic encoding of time series (according to their ordinal patterns) combined with the ensuing characterization of the corresponding…

Chaotic Dynamics · Physics 2017-04-12 Antonio Politi

Data compression algorithms are generally perceived as being of interest for data communication and storage purposes only. However, their use in the field of data classification and analysis is also of equal importance. Automatic data…

The complexity of a signal can be measured by the Recurrence period density entropy (RPDE) from the reconstructed phase space. We have chosen a window based RPDE method for the classification of signals, as RPDE is an average entropic…

Tissues and Organs · Quantitative Biology 2015-09-30 Sayan Mukherjee , Sanjay Kumar Palit , Santo Banerjee , M. R. K. Ariffin , Lamberto Rondoni , D. K. Bhattacharya
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