introduction: in this paper, a novel complexity measure is proposed to detect dynamical changes in nonlinear systems using ordinal pattern analysis of time series data taken from the system. epilepsy is considered as a dynamical change in nonlinear and complex brain system. the ability of the proposed measure for characterizing the normal and epileptic eeg signals when the signal is short or is...

The purpose of this study is to define the concepts of Tsallis entropy and conditional Tsallis entropy of fuzzy partitions and to obtain some results concerning this kind entropy. We show that the Tsallis entropy of fuzzy partitions has the subadditivity and concavity properties. We study this information measure under the refinement and zero mode subset relations. We check the chain rules for ...

The Kolmogorov-Sinai entropy is a far reaching dynamical generalization of Shannon entropy of information systems. This entropy works perfectly for probability measure preserving (p.m.p.) transformations. However, it is not useful when there is no finite invariant measure. There are certain successful extensions of the notion of entropy to infinite measure spaces, or transformations with ...

We extend the results of Walters on the uniqueness of invariant measures with maximal entropy on compact groups to an arbitrary locally compact group. We show that the maximal entropy is attained at the left Haar measure and the measure of maximal entropy is unique.

This paper focuses on two main issues that are based on two important concepts: exponential Levy process and minimal entropy martingale measure. First, we intend to obtain   risk measurement such as value-at-risk (VaR) and conditional value-at-risk (CvaR) using Monte-Carlo methodunder minimal entropy martingale measure (MEMM) for exponential Levy process. This Martingale measure is used for the...

predicting different behaviors in computer networks is the subject of many data mining researches. providing a balanced intrusion detection system (ids) that directly addresses the trade-off between the ability to detect new attack types and providing low false detection rate is a fundamental challenge. many of the proposed methods perform well in one of the two aspects, and concentrate on a su...