Specific Differential Entropy Rate Estimation for Continuous-Valued Time Series
نویسندگان
چکیده
منابع مشابه
Specific Differential Entropy Rate Estimation for Continuous-Valued Time Series
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 uncertainty associated with a specific state, rather than averaged over all states. We relate the specific entropy rate to popular ‘complexity’ measures such...
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ژورنال
عنوان ژورنال: Entropy
سال: 2016
ISSN: 1099-4300
DOI: 10.3390/e18050190