TIME SERIES ANALYSIS USING ENTROPY METRICS

Autor: Zoltán GERMÁN-SALLÓ, Horațiu-Ștefan GRIF
Jazyk: angličtina
Rok vydání: 2017
Předmět:
Zdroj: Scientific Bulletin of the ''Petru Maior" University of Tîrgu Mureș, Vol 14 (XXXI), Iss 2, Pp 21-24 (2017)
Druh dokumentu: article
ISSN: 1841-9267
2285-438X
Popis: Entropy metrics are valuable tools for use in systems science and engineering. Both of domains are assumed to work with signals, to perform testing and evaluation tasks through specific signals. Entropy metrics indicate the degree of order/disorder in any given system, so they are capable to distinguish deterministic features from noise or chaos. The motivation of this paper is to present the main components and actual developments in entropy metrics used to analyze discrete time signals. The entropy metrics and measurements developed in this work try to find regularity in discrete time series in order to inspect them or predict future events.
Databáze: Directory of Open Access Journals