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We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

统计金融 · 定量金融 2021-05-11 Geoffrey Ducournau

Beyond the local constraints imposed by grammar, words concatenated in long sequences carrying a complex message show statistical regularities that may reflect their linguistic role in the message. In this paper, we perform a systematic…

统计力学 · 物理学 2007-05-23 Marcelo A. Montemurro , Damian H. Zanette

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…

统计金融 · 定量金融 2018-08-01 Linda Ponta , Anna Carbone

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,…

物理与社会 · 物理学 2025-03-27 Yujie Shi , Alex Jie Yang , Sanhong Deng

In this paper, we developed a novel method of nonparametric relative entropy (RlEn) for modelling loss of complexity in intermittent time series. The method consists of two steps. We first fit a nonlinear autoregressive model to each…

统计方法学 · 统计学 2025-01-08 Jie Li , Jian Zhang , Samantha L. Winter , Mark Burnley

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

统计力学 · 物理学 2007-05-23 James P. Crutchfield , David P. Feldman

Contextual entropy is a psycholinguistic measure capturing the anticipated difficulty of processing a word just before it is encountered. Recent studies have tested for entropy-related effects as a potential complement to well-known effects…

计算与语言 · 计算机科学 2025-07-31 Christian Clark , Byung-Doh Oh , William Schuler

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…

最优化与控制 · 数学 2022-09-13 Michelle S. Chong

The electrical activity of external anal sphincter can be registered with surface electromyography. This signals are known to be highly complex and nonlinear. This work aims in characterisation of the information carried in the signals by…

医学物理 · 物理学 2018-12-31 Paulina Trybek , Michal Nowakowski , Jerzy Salowka , Lukasz Machura

Existing training criteria in automatic speech recognition(ASR) permit the model to freely explore more than one time alignments between the feature and label sequences. In this paper, we use entropy to measure a model's uncertainty, i.e.…

计算与语言 · 计算机科学 2022-12-26 Ehsan Variani , Ke Wu , David Rybach , Cyril Allauzen , Michael Riley

The Shannon entropy is used as a basis for applying different lemmas and conjectures concerning the set of gaps between prime numbers G_p , thus estimating several measures of it. The same procedures are applied to artificially created…

综合数学 · 数学 2016-06-28 Arturo Ortiz Tapia , Hans Henrik Støleum

Ever since Claude Shannon used entropy for his "Mathematical Theory of Communication", entropy has become a buzzword in research circles with scientists applying entropy to describe any phenomena that are reminiscent of disorder. In this…

分布式、并行与集群计算 · 计算机科学 2025-09-17 Temitayo Adefemi

Entropy is the measure of uncertainty in any data and is adopted for maximisation of mutual information in many remote sensing operations. The availability of wide entropy variations motivated us for an investigation over the suitability…

计算机视觉与模式识别 · 计算机科学 2014-05-26 S. K. Katiyar , P. V. Arun

We discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our…

统计力学 · 物理学 2017-04-24 Thomas Schürmann , Peter Grassberger

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…

统计方法学 · 统计学 2014-08-29 Jhan Rodríguez , András Bárdossy

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

信息论 · 计算机科学 2019-05-28 David Sigtermans

Calculating the Shannon entropy for symbolic sequences has been widely considered in many fields. For descriptive statistical problems such as estimating the N-gram entropy of English language text, a common approach is to use as much data…

信息论 · 计算机科学 2018-05-24 Andrew D. Back , Daniel Angus , Janet Wiles

In this paper, I expand Shannon's definition of entropy into a new form of entropy that allows integration of information from different random events. Shannon's notion of entropy is a special case of my more general definition of entropy.…

机器学习 · 计算机科学 2008-11-04 Stefan Jaeger

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

混沌动力学 · 物理学 2008-06-04 Detlef Holstein

For any infinite word $w$ on a finite alphabet $A$, the complexity function $p_w$ of $w$ is the sequence counting, for each non-negative $n$, the number $p_w(n)$ of words of length $n$ on the alphabet $A$ that are factors of the infinite…

动力系统 · 数学 2018-03-16 Carlos Gustavo Moreira , Christian Mauduit , Sébastien Ferenczi