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JuliaDynamics / ComplexityMeasures.jl

Estimators for probabilities, entropies, and other complexity measures derived from data in the context of nonlinear dynamics and complex systems
MIT License
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`FixedRectangularBinning` symbolization and `Diversity` probabilities #127

Closed kahaaga closed 2 years ago

kahaaga commented 2 years ago

What's new in this PR?

This PR implements the diversity entropy (Wang et al., 2020), and its underlying probability estimator.

Changes/additions:

References

Wang, X., Si, S., & Li, Y. (2020). Multiscale diversity entropy: A novel dynamical measure for fault diagnosis of rotating machinery. IEEE Transactions on Industrial Informatics, 17(8), 5419-5429.

codecov[bot] commented 2 years ago

Codecov Report

Merging #127 (8a625b4) into main (e85b0fb) will increase coverage by 1.43%. The diff coverage is 84.78%.

@@            Coverage Diff             @@
##             main     #127      +/-   ##
==========================================
+ Coverage   80.17%   81.61%   +1.43%     
==========================================
  Files          35       36       +1     
  Lines         792      854      +62     
==========================================
+ Hits          635      697      +62     
  Misses        157      157
Impacted Files Coverage Δ
src/complexity_measures/sample_entropy.jl 80.55% <ø> (ø)
src/encoding/outcomes.jl 0.00% <0.00%> (ø)
...imators/permutation_ordinal/SymbolicPermutation.jl 72.97% <ø> (ø)
...imators/permutation_ordinal/spatial_permutation.jl 91.30% <ø> (ø)
...ities_estimators/histograms/rectangular_binning.jl 81.33% <78.94%> (-11.53%) :arrow_down:
.../complexity_measures/reverse_dispersion_entropy.jl 100.00% <100.00%> (ø)
src/encoding/gaussian_cdf.jl 100.00% <100.00%> (ø)
src/encoding/ordinal_pattern.jl 100.00% <100.00%> (ø)
.../probabilities_estimators/dispersion/dispersion.jl 76.19% <100.00%> (ø)
...rc/probabilities_estimators/diversity/diversity.jl 100.00% <100.00%> (ø)
... and 7 more

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Datseris commented 2 years ago

(tag me explicitly when you think this is final and ready to review)

kahaaga commented 2 years ago

(tag me explicitly when you think this is final and ready to review)

@Datseris If the tests pass and the documentation looks good after the latest commit, this is ready for reviewing.

kahaaga commented 2 years ago

What is RectangularBinMapping? Where does it come from? Does it replace the RectangularBinEncoder I have created? If so, why is the git diff like this? It never shows the RectangularBinEncoder being replcaed by the Mapping.

The RectangularBinMapping is exactly RectangularBinEncoder, just renamed, so that all encoding schemes have a common naming convention (like GaussianMapping and OrdinalMapping). Nothing else should have changed.

p.s.: The fact that this new FixedRectangularBinning was written in the same file as the normal binning and was written in the lines before the normal binning made the git diff unecessarily difficult to review. If you check, it seems like most of the RectangularBinning code is overwritten/changed in this PR.

The git diff became weird when I merged main into the diversity_probs branch. I guess it was because of what you said about the new lines added before the existing ones?

Datseris commented 2 years ago

The RectangularBinMapping is exactly RectangularBinEncoder, just renamed, so that all encoding schemes have a common naming convention (like GaussianMapping and OrdinalMapping).

But these aren't intuitive names though. OrdinalPatterns is more intuitive than OrdinalMapping. I would argue that once again we violate the "one word per concept principle". Why are we using Mapping here? Aren't these Encodings? We decided on the Encoding word, we might as well use it. Hence, RectangularBinEncoding, OrdinalPatternEncoding, etc.

kahaaga commented 2 years ago

Ok, I think I addressed all your comments now, @Datseris. The CI docs still fail to run, though, and it seems to be related to the use of ChaosTools in the docs (but they look good locally).

Datseris commented 2 years ago

ill take care of the docs in a different PR