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Related papers: Permutation extropy: a time series complexity meas…

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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…

Data Analysis, Statistics and Probability · Physics 2022-10-18 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

Spreadsheets are widely used in industry, even for critical business processes. This implies the need for proper risk assessment in spreadsheets to evaluate the reliability and validity of the spreadsheet's outcome. As related research has…

Software Engineering · Computer Science 2017-04-06 Thomas Reschenhofer , Bernhard Waltl , Klym Shumaiev , Florian Matthes

Software code complexity is a well-studied property to determine software component health. However, the existing code complexity metrics do not directly take into account the fault-proneness aspect of the code. We propose a metric called…

Software Engineering · Computer Science 2021-04-27 Ali Parsai , Serge Demeyer

This study explores information measures based on extropy, introducing dynamic relative extropy measures for residual and past lifetimes, and investigating their various properties. Furthermore, the study analyzes the relationships between…

Applications · Statistics 2025-03-11 Saranya P. , Sunoj S. M.

We introduce and discuss the notion of monotonicity for the complexity measures of general probability distributions, patterned after the resource theory of quantum entanglement. Then, we explore whether this property is satisfied by the…

Data Analysis, Statistics and Probability · Physics 2016-01-20 Łukasz Rudnicki , Irene V. Toranzo , Pablo Sanchez-Moreno , Jesus S. Dehesa

In this work, we introduce metrics to evaluate the use of simplified time series in the context of interpretability of a TSC -- a Time Series Classifier. Such simplifications are important because time series data, in contrast to text and…

Machine Learning · Computer Science 2025-11-04 Brigt Håvardstun , Felix Marti-Perez , Cèsar Ferri , Jan Arne Telle

In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…

Statistical Mechanics · Physics 2021-02-24 Raul Salgado-Garcia , Cesar Maldonado

Permutation time irreversibility is an important method to quantify nonequilibrium characteristics of complex systems; however, ordinal pattern is a coarse-graining alternative of temporal structure and cannot accurately represent detailed…

Data Analysis, Statistics and Probability · Physics 2025-07-11 Wenpo Yao

Extropy was introduced as a dual complement of the Shannon entropy. In this investigation, we consider failure extropy and its dynamic version. Various basic properties of these measures are presented. It is shown that the dynamic failure…

Statistics Theory · Mathematics 2021-04-29 Suchandan Kayal

Quantifying the complexity of large graphs requires measures that extend beyond predefined structural features and scale efficiently with graph size. This work adopts a generative perspective, modeling large networks as exchangeable graphs…

Information Theory · Computer Science 2025-03-14 Anda Skeja , Sofia C. Olhede

We study entropy-bounded computational geometry, that is, geometric algorithms whose running times depend on a given measure of the input entropy. Specifically, we introduce a measure that we call range-partition entropy, which unifies and…

Computational Geometry · Computer Science 2025-08-29 David Eppstein , Michael T. Goodrich , Abraham M. Illickan , Claire A. To

Time series classification is a task that aims at classifying chronological data. It is used in a diverse range of domains such as meteorology, medicine and physics. In the last decade, many algorithms have been built to perform this task…

Machine Learning · Computer Science 2021-06-16 Michael Franklin Mbouopda , Engelbert Mephu Nguifo

In the past few decades considerable effort has been expended in characterizing and modeling financial time series. A number of stylized facts have been identified, and volatility clustering or the tendency toward persistence has emerged as…

Physics and Society · Physics 2008-12-02 Kan Chen , C. Jayaprakash , Baosheng Yuan

A time series consists of a series of values or events obtained over repeated measurements in time. Analysis of time series represents and important tool in many application areas, such as stock market analysis, process and quality control,…

Artificial Intelligence · Computer Science 2013-12-30 Vladimir Kurbalija , Miloš Radovanović , Zoltan Geler , Mirjana Ivanović

We propose a novel approach for analysing time series using complex network theory. We identify the recurrence matrix calculated from time series with the adjacency matrix of a complex network, and apply measures for the characterisation of…

Chaotic Dynamics · Physics 2009-10-17 N. Marwan , J. F. Donges , Y. Zou , R. V. Donner , J. Kurths

There is a widespread assumption that the universe in general, and the Earth's biosphere in particular, is becoming more complex over time. This paper formulates this assumption as a macroscopic law, the law of increasing complexity, for a…

History and Philosophy of Physics · Physics 2026-03-02 Tatsuaki Okamoto

Entropy measures of probability distributions are widely used measures in ecology, biology, genetics, and in other fields, to quantify species diversity of a community. Unfortunately, entropy-based diversity indices, or diversity indices…

Populations and Evolution · Quantitative Biology 2014-08-14 Karim T. Abou-Moustafa

To simplify the quantification of time irreversibility, we employ order patterns instead of the raw multi-dimension vectors in time series, and considering the existence of forbidden permutation, we propose a subtraction-based parameter,…

Medical Physics · Physics 2019-02-08 Wenpo Yao , Wenli Yao , Jun Wang , Jiafei Dai

We investigate the complexity of short symbolic sequences of chaotic dynamical systems by using lossless compression algorithms. In particular, we study Non-Sequential Recursive Pair Substitution (NSRPS), a lossless compression algorithm…

Chaotic Dynamics · Physics 2015-03-17 Nithin Nagaraj , Mathew Shaji Kavalekalam , Arjun Venugopal T. , Nithin Krishnan

An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…

chao-dyn · Physics 2009-10-31 M. Abel , L. Biferale , M. Cencini , M. Falcioni , D. Vergni , A. Vulpiani