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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

We introduce a method for quantifying the inherent unpredictability of a continuous-valued time series via an extension of the differential Shannon entropy rate. Our extension, the specific entropy rate, quantifies the amount of predictive…

Machine Learning · Computer Science 2016-06-09 David Darmon

In this paper entropy based methods are compared and used to measure structural diversity of an ensemble of 21 classifiers. This measure is mostly applied in ecology, whereby species counts are used as a measure of diversity. The measures…

Machine Learning · Computer Science 2008-10-21 L. Masisi , V. Nelwamondo , T. Marwala

We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…

Methodology · Statistics 2014-08-29 Jhan Rodríguez , András Bárdossy

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

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…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

The aim of this paper is to introduce the Lempel-Ziv permutation complexity vs permutation entropy plane as a tool to analyze time series of different nature. This two quantities make use of the Bandt and Pompe representation to quantify…

Information Theory · Computer Science 2017-07-18 Diego M. Mateos , Steeve Zozor , Felipe Olivarez

Shannon entropy is the most common metric to measure the degree of randomness of time series in many fields, ranging from physics and finance to medicine and biology. Real-world systems may be in general non stationary, with an entropy…

Statistical Finance · Quantitative Finance 2023-06-08 Andrey Shternshis , Piero Mazzarisi

Estimating the p-th frequency moment of data stream is a very heavily studied problem. The problem is actually trivial when p = 1, assuming the strict Turnstile model. The sample complexity of our proposed algorithm is essentially O(1) near…

Data Structures and Algorithms · Computer Science 2015-03-14 Ping Li

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…

Signal Processing · Electrical Eng. & Systems 2020-01-15 Mario Angelelli , Enrico Ciavolino , Paola Pasca

Measuring the complexity of tree structures can be beneficial in areas that use tree data structures for storage, communication, and processing purposes. This complexity can then be used to compress tree data structures to their…

Information Theory · Computer Science 2023-09-19 Amirmohammad Farzaneh , Mihai-Alin Badiu , Justin P. Coon

It is not obvious how to extend Shannon's original information entropy to higher dimensions, and many different approaches have been tried. We replace the English text symbol sequence originally used to illustrate the theory by a discrete,…

Information Theory · Computer Science 2016-09-06 Kieran G. Larkin

While it is tempting in experimental practice to seek as high a data rate as possible, oversampling can become an issue if one takes measurements too densely. These effects can take many forms, some of which are easy to detect: e.g., when…

Information Theory · Computer Science 2021-03-03 Michael Neuder , Elizabeth Bradley , Edward Dlugokencky , James W. C. White , Joshua Garland

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…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair Entropy-Statistical Complexity for a large class…

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

Statistical Mechanics · Physics 2017-09-13 S. E. Marzen , J. P. Crutchfield

This study investigates entropy's potential for analyzing scientific research patterns across disciplines. Originating from thermodynamics, entropy now measures uncertainty and diversity in information systems. We examine Shannon Entropy,…

Physics and Society · Physics 2025-03-27 Yujie Shi , Alex Jie Yang , Sanhong Deng

When inspecting information visualizations under time critical settings, such as emergency response or monitoring the heart rate in a surgery room, the user only has a small amount of time to view the visualization "at a glance". In these…

Human-Computer Interaction · Computer Science 2018-11-09 Gabriel Ryan , Abigail Mosca , Remco Chang , Eugene Wu

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…

Data Analysis, Statistics and Probability · Physics 2012-12-27 H. V. Ribeiro , L. Zunino , E. K. Lenzi , P. A. Santoro , R. S. Mendes

We show how the Shannon entropy function can be used as a basis to set up complexity measures weighting the economic efficiency of countries and the specialization of products beyond bare diversification. This entropy function guarantees…

Physics and Society · Physics 2021-06-04 Gianluca Teza , Michele Caraglio , Attilio L. Stella