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Entropy is a fundamental concept in the field of information theory. During measurement, conventional entropy measures are susceptible to length and amplitude changes in time series. A new entropy metric, neural network entropy (NNetEn),…

Machine Learning · Computer Science 2023-02-14 Hanif Heidari , Andrei Velichko , Murugappan Murugappan , Muhammad E. H. Chowdhury

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

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

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

Understanding the informative behaviour of deep neural networks is challenged by misused estimators and the complexity of network structure, which leads to inconsistent observations and diversified interpretation. Here we propose the LogDet…

Machine Learning · Computer Science 2021-05-11 Zhanghao Zhouyin , Ding Liu

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

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

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

Boolean network models of strongly connected modules are capable of capturing the high regulatory complexity of many biological gene regulatory circuits. We study numerically the previously introduced basin entropy, a parameter for the…

Disordered Systems and Neural Networks · Physics 2009-11-13 P. Krawitz , I. Shmulevich

In [1] it is shown that recurrent neural networks (RNNs) can learn - in a metric entropy optimal manner - discrete time, linear time-invariant (LTI) systems. This is effected by comparing the number of bits needed to encode the…

Dynamical Systems · Mathematics 2022-11-29 Clemens Hutter , Thomas Allard , Helmut Bölcskei

This study presents a neural network which uses filters based on logistic mapping (LogNNet). LogNNet has a feedforward network structure, but possesses the properties of reservoir neural networks. The input weight matrix, set by a recurrent…

Neural and Evolutionary Computing · Computer Science 2020-09-07 Andrei Velichko

We introduce and detail an atypical neural network architecture, called time elastic neural network (teNN), for multivariate time series classification. The novelty compared to classical neural network architecture is that it explicitly…

Neural and Evolutionary Computing · Computer Science 2024-06-14 Pierre-François Marteau

One of the most influential results in neural network theory is the universal approximation theorem [1, 2, 3] which states that continuous functions can be approximated to within arbitrary accuracy by single-hidden-layer feedforward neural…

Machine Learning · Computer Science 2021-12-16 Clemens Hutter , Recep Gül , Helmut Bölcskei

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

Making accurate predictions of chaotic time series is a complex challenge. Reservoir computing, a neuromorphic-inspired approach, has emerged as a powerful tool for this task. It exploits the memory and nonlinearity of dynamical systems…

Machine Learning · Computer Science 2025-05-26 Rodrigo Martínez-Peña , Román Orús

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

Statistics Theory · Mathematics 2019-08-06 Alexander L Young , David B Dunson

Network structures underlie the dynamics of many complex phenomena, from gene regulation and foodwebs to power grids and social media. Yet, as they often cannot be observed directly, their connectivities must be inferred from observations…

Machine Learning · Computer Science 2023-11-02 Thomas Gaskin , Grigorios A. Pavliotis , Mark Girolami

Conditional differential entropy provides an intuitive measure for relatively ranking time-series complexity by quantifying uncertainty in future observations given past context. However, its direct computation for high-dimensional…

Signal Processing · Electrical Eng. & Systems 2025-10-24 Jacob Ayers , Richard Hahnloser , Julia Ulrich , Lothar Sebastian Krapp , Remo Nitschke , Sabine Stoll , Balthasar Bickel , Reinhard Furrer

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only…

Data Analysis, Statistics and Probability · Physics 2017-06-13 Haroldo V. Ribeiro , Max Jauregui , Luciano Zunino , Ervin K. Lenzi
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