Reverse Weighted-Permutation Entropy: A Novel Complexity Metric Incorporating Distance and Amplitude Information

Weighted-permutation entropy: a complexity measure for time series incorporating amplitude information.

Permutation entropy (PE) has been recently suggested as a novel measure to characterize the complexity of nonlinear time series. In this paper, we propose a simple method to address some of PE's limitations, mainly its inability to differentiate between distinct patterns of a certain motif and the sensitivity of patterns close to the noise floor. The method relies on the fact that patterns may ...

A Novel Distance Metric: Generalized Relative Entropy

Information entropy and its extension, which are important generalizations of entropy, are currently applied to many research domains. In this paper, a novel generalized relative entropy is constructed to avoid some defects of traditional relative entropy. We present the structure of generalized relative entropy after the discussion of defects in relative entropy. Moreover, some properties of t...

Weighted information and entropy rates

The weighted entropy H w φ (X) = H w φ (f) of a random variable X with values x and a probability-mass/density function f is defined as the mean value EI w

A Method for Defuzzication by Weighted Distance

Permutation 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...