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Machine learning models must continuously self-adjust themselves for novel data distribution in the open world. As the predominant principle, entropy minimization (EM) has been proven to be a simple yet effective cornerstone in existing…

Machine Learning · Statistics 2024-10-16 Qingyang Zhang , Yatao Bian , Xinke Kong , Peilin Zhao , Changqing Zhang

'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

Empirical Mode Decomposition(EMD) is an adaptive data analysis technique for analyzing nonlinear and nonstationary data[1]. EMD decomposes the original data into a number of Intrinsic Mode Functions(IMFs)[1] for giving better physical…

Methodology · Statistics 2016-01-27 Sumit Kumar Ram , Marta Molinas

In this paper we propose to apply copula entropy (CE) to facies classification. In our method, the correlations between geological variables and facies classes are measured with CE and then the variables associated with large negative CEs…

Machine Learning · Computer Science 2025-01-27 Jian Ma

Transfer Entropy (TE), the primary method for determining directed information flow within a network system, can exhibit bias - either in deficiency or excess - during both pairwise and conditioned calculations, owing to high-order…

Data Analysis, Statistics and Probability · Physics 2024-02-14 Sebastiano Stramaglia , Luca Faes , Jesus M. Cortes , Daniele Marinazzo

Regime switching is ubiquitous in many complex dynamical systems with multiscale features, chaotic behavior, and extreme events. In this paper, a causation entropy boosting (CEBoosting) strategy is developed to facilitate the detection of…

Dynamical Systems · Mathematics 2024-10-15 Chuanqi Chen , Nan Chen , Jin-Long Wu

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…

Data Analysis, Statistics and Probability · Physics 2020-04-06 Audun Myers , Firas Khasawneh

An approach is proposed to determine structural shift in time-series assuming non-linear dependence of lagged values of dependent variable. Copulas are used to model non-linear dependence of time series components.

General Finance · Quantitative Finance 2016-09-19 Henry Penikas

In this thesis, we provide an initial investigation into bounds for topological entropy of switched linear systems. Entropy measures, roughly, the information needed to describe the behavior of a system with finite precision on finite time…

Optimization and Control · Mathematics 2016-10-14 James Schmidt

Thermodynamic phase transitions, a central concept in physics and chemistry, are typically controlled by an interplay of enthalpic and entropic contributions. In most cases, the estimation of the enthalpy in simulations is straightforward…

Soft Condensed Matter · Physics 2025-10-30 Yamin Ben-Shimon , Barak Hirshberg , Yohai Bar-Sinai

Test time adaptation (TTA) equips deep learning models to handle unseen test data that deviates from the training distribution, even when source data is inaccessible. While traditional TTA methods often rely on entropy as a confidence…

Machine Learning · Computer Science 2024-09-17 Afshar Shamsi , Rejisa Becirovic , Ahmadreza Argha , Ehsan Abbasnejad , Hamid Alinejad-Rokny , Arash Mohammadi

Finding parametric models that accurately describe the dependence structure of observed data is a central task in the analysis of time series. Classical frequency domain methods provide a popular set of tools for fitting and diagnostics of…

Methodology · Statistics 2019-01-18 Stefan Birr , Tobias Kley , Stanislav Volgushev

Use of the electroencephalogram (EEG) and machine learning approaches to recognize emotions can facilitate affective human computer interactions. However, the type of EEG data constitutes an obstacle for cross-individual EEG feature…

Machine Learning · Computer Science 2021-05-26 Xiaolong Zhong , Zhong Yin

We investigate the concept of time-like entanglement entropy (tEE) within the framework of holography. We introduce a robust top-down prescription for computing tEE in higher-dimensional QFTs, both conformal and confining, eliminating the…

High Energy Physics - Theory · Physics 2025-07-14 Carlos Nunez , Dibakar Roychowdhury

Entropy production (EP) is a central quantity in nonequilibrium physics as it monitors energy dissipation, irreversibility, and free energy differences during thermodynamic transformations. Estimating EP, however, is challenging both…

Statistical Mechanics · Physics 2024-06-26 Jinghao Lyu , Kyle J. Ray , James P. Crutchfield

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

Transfer entropy measures directed information flow in time series, and it has become a fundamental quantity in applications spanning neuroscience, finance, and complex systems analysis. However, existing estimation methods suffer from the…

Machine Learning · Computer Science 2026-04-10 Simon Pedro Galeano Munoz , Mustapha Bounoua , Giulio Franzese , Pietro Michiardi , Maurizio Filippone

The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…

Statistical Mechanics · Physics 2024-12-17 Pedro E. Harunari , Carlos E. Fiore , Andre C. Barato

The high availability and scalability of weakly-consistent systems attracts system designers. Yet, writing correct application code for this type of systems is difficult; even how to specify the intended behavior of such systems is still an…

Logic in Computer Science · Computer Science 2017-04-19 Mathias Weber , Annette Bieniusa , Arnd Poetzsch-Heffter

By the study of the dynamical processes related to entropy, this work aims to create a mathematical tool to identify magnetic clouds (MCs) in the interplanetary space using only interplanetary magnetic field (IMF) data. Used as basis for an…

Space Physics · Physics 2017-01-31 G. A. Ojeda , O. Mendes , M. A. Calzadilla , M. O. Domingues