17, Pages 1958-1970: Assessing Coupling Dynamics from an Ensemble of Time Series However, a reliable estimation from information-theoretic functionals is hampered when the dependency to be assessed is brief or evolves in time. Here, we show that these limitations can be partly alleviated when we...
Time series derived from simpler systems are single scale based and thus can be quantified by using traditional measures of entropy. However, times series derived from physical and biological systems are complex and show structures on multiple spatio-temporal scales. Traditional approaches of entropy ba...
Multiscale entropy (MSE) was recently developed to evaluate the complexity of time series over different time scales. Although the MSE algorithm has been s... SD Wu,CW Wu,SG Lin,... - 《Entropy》 被引量: 115发表: 2013年 New Method of Time Series Analysis and Its Application to Wolf'...
Once found the sought relationships, they are used as patterns in the entropy analysis of real time series of hydroclimatic vari- ables such as precipitation with different levels of aggregation. The joint entropy of random variables can also be analyzed, as well as areal distribution. 展开 ...
We present a novel self-consistent criterion to select (in-sample) the optimal window lengthw. Given a sample of sizeT, we first define a counting function of the percentage of entropy variations for non-overlapping time series of lengthwwithin such sample. Under the assumption of a finite ...
Multiscale entropy analysis of complex physiologic time series. There has been considerable interest in quantifying the complexity of physiologic time series, such as heart rate. However, traditional algorithms indicate... M Costa,AL Goldberger,CK Peng - American Physical Society 被引量: 0发表: 2002...
A time series is uniquely represented by its geometric shape, which also carries information. A time series can be modelled as the trajectory of a particle moving in a force field with one degree of freedom. The force acting on the particle shapes the trajectory of its motion, which is made...
熵已成为量化时间序列复杂性的常用指标,应用于生物医学、神经科学、电气、交通、气象、能源动力、水利、海洋科学、经济、土木、计算机科学、机械、工业工程等领域时间序列分析和特征提取。 X. Liu, A. Jiang, N. Xu, and J. Xue, “Increment Entropy as a Measure of Complexity for Time Series,” Entropy, ...
A time series is remapped onto an entropy concept, based on the Theil index. The Manhattan distance between these surrogate series is calculated, and contrasted to the usual correlation distance measure. The idea is applied to several Gross Domestic Product (relative increments) of rich countries....
Using information entropy and embedding methods for reconstructing chaotic attractors, a technique for estimating time delay from experimental time data is proposed for chaotic systems governed by a delay differential equation. The effectiveness of the proposed approach is demonstrated with numerical experimen...