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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Feature: "increment entropy" #385

Open kahaaga opened 5 months ago

kahaaga commented 5 months ago

The "increment entropy" paper defines a new OutcomeSpace that first embeds the input data, then encodes this data based on the difference between consecutive pairs of embedding vectors, including both sign information and magnitude information. This is an obvious new OutcomeSpace with corresponding encode/decode based on RectangularBinEncodings.

The method then estimated relative frequencies over the encoded symbols and plugs the estimated probabilities into an entropy formula.

We should implement the method.

Datseris commented 4 months ago

very similar to how the cosine similarity is implemented