Acceleration of time series entropy algorithms

被引：0
作者：
Jiří Tomčala
机构：
[1] VŠB - Technical University of Ostrava,IT4Innovations
来源：
The Journal of Supercomputing | 2019年 / 75卷
关键词：
Entropy; Approximate entropy; Sample entropy; Fast Approximate Entropy; Fast Sample Entropy;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper concentrates on the entropy estimation of time series. Two new algorithms are introduced: Fast Approximate Entropy and Fast Sample Entropy. Their main advantage is their lower time complexity. Examples considered in the paper include interesting experiments with real-world data obtained from IT4Innovations’ supercomputers Salomon and Anselm, as well as with data artificially created specifically to test the credibility of these new entropy analyzers.
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页码：1443 / 1454
页数：11
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