specific differential entropy rate estimation for continuous-valued time series
Clicks: 125
ID: 194013
2016
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Abstract
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 provide a data-driven approach for estimating the specific entropy rate of an observed time series. Finally, we consider three case studies of estimating the specific entropy rate from synthetic and physiological data relevant to the analysis of heart rate variability.
| Reference Key |
darmon2016entropyspecific
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|---|---|
| Authors | ;David Darmon |
| Journal | European journal of medicinal chemistry |
| Year | 2016 |
| DOI |
10.3390/e18050190
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| URL | |
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