Related papers: Minimum Entropy Density Method for the Time Series…
The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not…
A new concept, called balanced estimator of diffusion entropy, is proposed to detect scalings in short time series. The effectiveness of the method is verified by means of a large number of artificial fractional Brownian motions. It is used…
We address the problem of detecting non-stationary effects in time series (in particular fractal time series) by means of the Diffusion Entropy Method (DEM). This means that the experimental sequence under study, of size $N$, is explored…
Whether a system is to be considered complex or not depends on how one searches for correlations. We propose a general scheme for calculation of entropies in lattice systems that has high flexibility in how correlations are successively…
The statistical inference of stochastic block models as emerged as a mathematicaly principled method for identifying communities inside networks. Its objective is to find the node partition and the block-to-block adjacency matrix of maximum…
Symbolic transfer entropy is a powerful non-parametric tool to detect lead-lag between time series. Because a closed expression of the distribution of Transfer Entropy is not known for finite-size samples, statistical testing is often…
The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of…
We extract the complex frequency of the lowest quasi-normal mode from the holographically computed entropy density near thermodynamic equilibrium. The system consists of a purely thermal Supersymmetric Yang-Mills N=4 plasma in homogeneous…
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,…
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…
Mixtures of Hidden Markov Models (MHMMs) are frequently used for clustering of sequential data. An important aspect of MHMMs, as of any clustering approach, is that they can be interpretable, allowing for novel insights to be gained from…
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…
Generating samples from limited information is a fundamental problem across scientific domains. Classical maximum entropy methods provide principled uncertainty quantification from moment constraints but require sampling via MCMC or…
We study the complexity of the stock market by constructing $\epsilon$-machines of Standard and Poor's 500 index from February 1983 to April 2006 and by measuring the statistical complexities. It is found that both the statistical…
We show an analysis of multi-dimensional time series via entropy and statistical linguistic techniques. We define three markers encoding the behavior of the series, after it has been translated into a multi-dimensional symbolic sequence.…
To quantify degree of spatial inhomogeneity for multiphase materials we adapt the entropic descriptor (ED) of a pillar model developed to greyscale images. To uncover the contribution of each phase we introduce the suitable 'phase…
Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…
The maximum entropy technique (MENT) is used to determine the distribution functions of physical values. MENT naturally combines required maximum entropy, the properties of a system and connection conditions in the form of restrictions…
Quantifying the complexity and irregularity of time series data is a primary pursuit across various data-scientific disciplines. Sample entropy (SampEn) is a widely adopted metric for this purpose, but its reliability is sensitive to the…
In our previous studies we have investigated the structural complexity of time series describing stock returns on New York's and Warsaw's stock exchanges, by employing two estimators of Shannon's entropy rate based on Lempel-Ziv and Context…