Related papers: Multivariate permutation entropy, a Cartesian grap…
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…
Using a graph-based approach, we propose a multiscale permutation entropy to explore the complexity of multivariate time series over multiple time scales. This multivariate multiscale permutation entropy (MPEG) incorporates the interaction…
Permutation Entropy ($PE$) is a powerful nonlinear analysis technique for univariate time series. Recently, Permutation Entropy for Graph signals ($PEG$) has been proposed to extend PE to data residing on irregular domains. However, $PEG$…
Permutation Entropy, introduced by Bandt and Pompe, is a widely used complexity measure for real-valued time series that is based on the relative order of values within consecutive segments of fixed length. After standardizing each segment…
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:…
We introduce Multivariate Multiscale Graph-based Dispersion Entropy (mvDEG), a novel, computationally efficient method for analyzing multivariate time series data in graph and complex network frameworks, and demonstrate its application in…
Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…
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…
Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…
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…
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…
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…
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…
We propose a new method to combine adaptive processes with a class of entropy estimators for the case of streams of data. Starting from a first estimation obtained from a batch of initial data, model parameters are estimated at each step by…
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 introduce a novel method, called Dispersion Entropy for Graph Signals, $DE_G$, as a powerful tool for analysing the irregularity of signals defined on graphs. We demonstrate the effectiveness of $DE_G$ in detecting changes in the…
Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…
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…
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…
Permutation Entropy (PE) has been shown to be a useful tool for time series analysis due to its low computational cost and noise robustness. This has drawn for its successful application in many fields. Some of these include damage…