Increment Entropy as a Measure of Complexity for Time Series
نویسندگان
چکیده
منابع مشابه
Increment Entropy as a Measure of Complexity for Time Series
Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce an increment entropy to measure the complexity of time series in which each increment is mapped onto a word of two letters, one corresponding to the sign and the other corresponding to the magnitude. Increment entropy (IncrEn) is defined as the Shannon entropy of the words. Simul...
متن کاملPermutation entropy: a natural complexity measure for time series.
We introduce complexity parameters for time series based on comparison of neighboring values. The definition directly applies to arbitrary real-world data. For some well-known chaotic dynamical systems it is shown that our complexity behaves similar to Lyapunov exponents, and is particularly useful in the presence of dynamical or observational noise. The advantages of our method are its simplic...
متن کاملCorrection on Liu, X.; Jiang, A.; Xu, N.; Xue, J. Increment Entropy as a Measure of Complexity for Time Series. Entropy 2016, 18, 22
Xiaofeng Liu 1,2,*, Aimin Jiang 1,2, Ning Xu 1,2 and Jianru Xue 3 1 College of IOT Engineering, Hohai University, Changzhou 213022, China; [email protected] (A.J.); [email protected] (N.X.) 2 Changzhou Key Laboratory of Robotics and Intelligent Technology, Changzhou 213022, China 3 Institute of Artificial Intelligence and Robotics, Xi’an Jiaotong University, Xi’an 710049, China; jrxue@mail...
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ژورنال
عنوان ژورنال: Entropy
سال: 2016
ISSN: 1099-4300
DOI: 10.3390/e18010022