Real and spurious contributions for the Shannon, Rényi and Tsallis entropies

A two-parameter probability distribution is constructed by dilatation (or contraction) of the escort probability distribution. This transformation involves a physical probability distribution P associated with the system under study and an almost arbitrary reference probability distribution P^′. In contrast to the Shannon and Rényi entropies, the Tsallis entropy does not decompose as the sum of the physical contribution due to P and the reference or spurious part owing to P^′. For solving this problem, a slight modification to the relation between Tsallis and Rényi entropies must be introduced. The procedure in this paper gives rise to a nonconventional one-parameter Shannon entropy and to two-parameter Rényi and Tsallis entropies associated with P. It also contributes to clarify the meaning and role of the escort probabilities set.     

Spin Entropy

Two types of randomness are associated with a mixed quantum state: the uncertainty in the probability coefficients of the constituent pure states and the uncertainty in the value of each observable captured by the Born’s rule probabilities. Entropy is a quantification of randomness, and we propose a spin-entropy for the observables of spin pure states based on the phase space of a spin as described by the geometric quantization method, and we also expand it to mixed quantum states. This proposed entropy overcomes the limitations of previously-proposed entropies such as von Neumann entropy which only quantifies the randomness of specifying the quantum state. As an example of a limitation, previously-proposed entropies are higher for Bell entangled spin states than for disentangled spin states, even though the spin observables are less constrained for a disentangled pair of spins than for an entangled pair. The proposed spin-entropy accurately quantifies the randomness of a quantum state, it never reaches zero value, and it is lower for entangled states than for disentangled states.     

等概率符号化样本熵应用于脑电分析

样本熵(或近似熵)以信息增长率刻画时间序列的复杂性,能应用于短时序列,因而在生理信号分析中被广泛采用.然而,一方面由于传统样本熵采用与标准差线性相关的容限,使得熵值易受非平稳突变干扰的影响,另一方面传统样本熵还受序列概率分布的影响,从而导致其并非单纯反映序列的信息增长率.针对上述两个问题,将符号动力学与样本熵结合,提出等概率符号化样本熵方法,并对其物理意义、数学推导及参数选取都做了详细阐述.通过对噪声数据的仿真计算,验证了该方法的正确性及其区分不同强度时间相关的有效性.此方法应用于脑电信号分析的结果表明,在不对信号做人工伪迹去除的前提下,只需要1.25 s的脑电信号即可有效地区分出注意力集中和注意力发散两种状态.这进一步证明了该方法可很好地抵御非平稳突变干扰,能快速获得短时序列的潜在动力学特性,对脑电生物反馈技术具有很大的应用价值.     

不同激发能的208Pb核的非平衡态的概率分布与熵

本文对²⁰⁸Pb核不同激发能情况下的概率分布与熵进行了计算,并对不同能量的概率分布和熵随时间变化作了比较.由此得到激发能高低与激发态寿命的相关关系等有意义的结果.从而表明,我们以前对非平衡态核所导出的计算方法是合理的.     

A New Generator of Probability Models: The Exponentiated Sine-G Family for Lifetime Studies

In this article, we propose the exponentiated sine-generated family of distributions. Some important properties are demonstrated, such as the series representation of the probability density function, quantile function, moments, stress-strength reliability, and Rényi entropy. A particular member, called the exponentiated sine Weibull distribution, is highlighted; we analyze its skewness and kurtosis, moments, quantile function, residual mean and reversed mean residual life functions, order statistics, and extreme value distributions. Maximum likelihood estimation and Bayes estimation under the square error loss function are considered. Simulation studies are used to assess the techniques, and their performance gives satisfactory results as discussed by the mean square error, confidence intervals, and coverage probabilities of the estimates. The stress-strength reliability parameter of the exponentiated sine Weibull model is derived and estimated by the maximum likelihood estimation method. Also, nonparametric bootstrap techniques are used to approximate the confidence interval of the reliability parameter. A simulation is conducted to examine the mean square error, standard deviations, confidence intervals, and coverage probabilities of the reliability parameter. Finally, three real applications of the exponentiated sine Weibull model are provided. One of them considers stress-strength data.     

Estimating the errors on measured entropy and mutual information

Information entropy and the related quantity mutual information are used extensively as measures of complexity and to identify nonlinearity in dynamical systems. Expressions for the probability distribution of entropies and mutual informations calculated from finite amounts of data exist in the literature but the expressions have seldom been used in the field of nonlinear dynamics. In this paper formulae for estimating the errors on observed information entropies and mutual informations are derived using the standard error analysis familiar to physicists. Their validity is demonstrated by numerical experiment. For illustration the formulae are then used to evaluate the errors on the time-lagged mutual information of the logistic map.     

The Impact of the COVID-19 Pandemic on the Unpredictable Dynamics of the Cryptocurrency Market

The global economy is under great shock again in 2020 due to the COVID-19 pandemic; it has not been long since the global financial crisis in 2008. Therefore, we investigate the evolution of the complexity of the cryptocurrency market and analyze the characteristics from the past bull market in 2017 to the present the COVID-19 pandemic. To confirm the evolutionary complexity of the cryptocurrency market, three general complexity analyses based on nonlinear measures were used: approximate entropy (ApEn), sample entropy (SampEn), and Lempel-Ziv complexity (LZ). We analyzed the market complexity/unpredictability for 43 cryptocurrency prices that have been trading until recently. In addition, three non-parametric tests suitable for non-normal distribution comparison were used to cross-check quantitatively. Finally, using the sliding time window analysis, we observed the change in the complexity of the cryptocurrency market according to events such as the COVID-19 pandemic and vaccination. This study is the first to confirm the complexity/unpredictability of the cryptocurrency market from the bull market to the COVID-19 pandemic outbreak. We find that ApEn, SampEn, and LZ complexity metrics of all markets could not generalize the COVID-19 effect of the complexity due to different patterns. However, market unpredictability is increasing by the ongoing health crisis.     

The Systematic Bias of Entropy Calculation in the Multi-Scale Entropy Algorithm

Entropy indicates irregularity or randomness of a dynamic system. Over the decades, entropy calculated at different scales of the system through subsampling or coarse graining has been used as a surrogate measure of system complexity. One popular multi-scale entropy analysis is the multi-scale sample entropy (MSE), which calculates entropy through the sample entropy (SampEn) formula at each time scale. SampEn is defined by the “logarithmic likelihood” that a small section (within a window of a length m) of the data “matches” with other sections will still “match” the others if the section window length increases by one. “Match” is defined by a threshold of r times standard deviation of the entire time series. A problem of current MSE algorithm is that SampEn calculations at different scales are based on the same matching threshold defined by the original time series but data standard deviation actually changes with the subsampling scales. Using a fixed threshold will automatically introduce systematic bias to the calculation results. The purpose of this paper is to mathematically present this systematic bias and to provide methods for correcting it. Our work will help the large MSE user community avoiding introducing the bias to their multi-scale SampEn calculation results.     

Radar sensor network for target detection using Chernoff information and relative entropy

In this paper, we propose to apply information theory to Ultra wide band (UWB) radar sensor network (RSN) to detect target in foliage environment. Information theoretic algorithms such as Maximum entropy method (MEM) and mutual information are proven methods, that can be applied to data collected by various sensors. However, the complexity of the environment poses uncertainty in fusion center. Chernoff information provides the best error exponent of detection in Bayesian environment. In this paper, we consider the target detection as binary hypothesis testing and use Chernoff information as sensor selection criterion, which significantly reduces the processing load. Another strong information theoretic algorithm, method of types, is applicable to our MEM based target detection algorithm as entropy is dependent on the empirical distribution only. Method of types analyzes the probability of a sequence based on empirical distribution. Based on this, we can find the bound on probability of detection. We also propose to use Relative entropy based processing in the fusion center based on method of types and Chernoff Stein Lemma. We study the required quantization level and number of nodes in gaining the best error exponent. The performance of the algorithms were evaluated, based on real world data.     

Analysis of complex time series using refined composite multiscale entropy

Multiscale entropy (MSE) is an effective algorithm for measuring the complexity of a time series that has been applied in many fields successfully. However, MSE may yield an inaccurate estimation of entropy or induce undefined entropy because the coarse-graining procedure reduces the length of a time series considerably at large scales. Composite multiscale entropy (CMSE) was recently proposed to improve the accuracy of MSE, but it does not resolve undefined entropy. Here we propose a refined composite multiscale entropy (RCMSE) to improve CMSE. For short time series analyses, we demonstrate that RCMSE increases the accuracy of entropy estimation and reduces the probability of inducing undefined entropy.     

Canonical equilibrium distribution derived from Helmholtz potential

Plastino and Curado [A. Plastino, E.M.F. Curado, Phys. Rev. E 72 (2005) 047103] recently determined the equilibrium probability distribution for the canonical ensemble using only phenomenological thermodynamical laws as an alternative to the entropy maximization procedure of Jaynes. In the current paper we present another alternative derivation of the canonical equilibrium probability distribution, which is based on the definition of the Helmholtz free energy (and its being constant at the equilibrium) and the assumption of the uniqueness of the equilibrium probability distribution. Noting that this particular derivation is applicable for all trace-form entropies, we also apply it to the Tsallis entropy, showing that the Tsallis entropy yields genuine inverse power laws.     

近似熵检测气候突变的研究

引入近似熵方法应用于理想时间序列,检验了该方法具有区别不同动力学结构和检测其突变的特性.然后应用于中国气象局国家气候中心740站点1960—2000年的逐日气温和降水观测资料.分析结果表明,温度和降水分布存在明显的区域分布特征,反映出气候系统动力学结构区域间的差异;在20世纪70年代末到80年代初各站点具有不同程度的突变现象,说明了突变时空分布的不均一性以及气候系统演化的复杂性. 关键词： 气候突变 温度 降水 近似熵     

Differential Entropy and Dynamics of Uncertainty

We analyze the functioning of Gibbs-type entropy functionals in the time domain, with emphasis on Shannon and Kullback-Leibler entropies of time-dependent continuous probability distributions. The Shannon entropy validity is extended to probability distributions inferred from L ²(R ⁿ ) quantum wave packets. In contrast to the von Neumann entropy which simply vanishes on pure states, the differential entropy quantifies the degree of probability (de)localization and its time development. The associated dynamics of the Fisher information functional quantifies nontrivial power transfer processes in the mean, both in dissipative and quantum mechanical cases. PACS NUMBERS: 05.45.+b, 02.50.-r, 03.65.Ta, 03.67.-a     

两相流流型多尺度熵及动力学特性分析

研究了几种典型非线性时间序列的多尺度熵特征,在此基础上分析了由插入式阵列电导传感器采集的144种流动条件下的垂直上升气液两相流电导波动信号.研究结果表明：利用小尺度下样本熵的变化速率特征可以分辨三种典型流型（泡状流、段塞流、混状流）,而大尺度下样本熵的波动特征可以反映各种流型的动力学特性.泡状流随机可变特性表现为大尺度下样本熵的高值及振荡特征;段塞流气塞与液塞的间歇性运动表现为大尺度下样本熵的低值及平稳性;混状流极不稳定的振荡运动特性表现为介于泡状流及段塞流之间的熵值特点,并在更大尺度时熵值逐渐接近泡状流 关键词： 样本熵 多尺度熵 气液两相流 动力学特性     

两种熵测度在量化射击运动员短时心率变异性信号复杂度上的一致性

利用两种基于熵的非线性复杂度测度：近似熵和样本熵,研究了专业射击运动员两种不同状态下(休息和练习赛)心率变异性信号的复杂度.计算结果表明：射击运动员休息时其心率变异性信号的熵值大于射击比赛时信号的熵值,这意味着运动员一旦进行射击比赛时,其心率变异性信号复杂度降低了,心跳变得更为规则了.为了更好地应用这两种基于熵的方法,进一步分析了算法中的两个重要影响因素：矢量匹配容差r和序列长度N对算法性能的影响.分析结果表明：只要参数选择在合适的范围内,近似熵和样本熵都能够正确地区分出两种不 关键词： 近似熵 样本熵 复杂度 射击     

A Novel Blind Signal Detector Based on the Entropy of the Power Spectrum Subband Energy Ratio

In this paper, we present a novel blind signal detector based on the entropy of the power spectrum subband energy ratio (PSER), the detection performance of which is significantly better than that of the classical energy detector. This detector is a full power spectrum detection method, and does not require the noise variance or prior information about the signal to be detected. According to the analysis of the statistical characteristics of the power spectrum subband energy ratio, this paper proposes concepts such as interval probability, interval entropy, sample entropy, joint interval entropy, PSER entropy, and sample entropy variance. Based on the multinomial distribution, in this paper the formulas for calculating the PSER entropy and the variance of sample entropy in the case of pure noise are derived. Based on the mixture multinomial distribution, the formulas for calculating the PSER entropy and the variance of sample entropy in the case of the signals mixed with noise are also derived. Under the constant false alarm strategy, the detector based on the entropy of the power spectrum subband energy ratio is derived. The experimental results for the primary signal detection are consistent with the theoretical calculation results, which proves that the detection method is correct.     

Probability Distribution and Entropy of Nonequilibrium State for 208Pb Nuclei Under Different Excited Energies

The probability distribution and the entropy of ²⁰⁸Pb nuclei under different excited energies are calculated.Comparison is made between the probability distributions and the entropies with time for different excited energies.The result shows that our previous calculation is reasonable.     

λ噬菌体溶源/裂解转换调控与定态熵

被λ噬菌体感染的大肠杆菌是研究生物基因调控网络的重要模板之一. 根据该调控系统操纵子与调控蛋白相互作用特点, 利用热力学配分函数描述调控蛋白与操纵子的结合概率, 在给出该调控系统的动力学分岔的基础上, 计算系统各定态的热力学熵. 结果显示, 溶源态和裂解态较鞍点和分岔点具有更低的熵值, 且溶源态的熵最低, 说明处于溶源态的系统具有更高的生物序.     

Legendre structure of the thermostatistics theory based on the Sharma–Taneja–Mittal entropy

The statistical proprieties of complex systems can differ deeply for those of classical systems governed by Boltzmann–Gibbs entropy. In particular, the probability distribution function observed in several complex systems shows a power-law behavior in the tail which disagrees with the standard exponential behavior showed by Gibbs distribution. Recently, a two-parameter deformed family of entropies, previously introduced by Sharma, Taneja and Mittal (STM), has been reconsidered in the statistical mechanics framework. Any entropy belonging to this family admits a probability distribution function with an asymptotic power-law behavior. In the present work we investigate the Legendre structure of the thermostatistics theory based on this family of entropies. We introduce some generalized thermodynamical potentials, study their relationships with the entropy and discuss their main proprieties. Specialization of the results to some one-parameter entropies belonging to the STM family are presented.     

Comment on ‘multifractal diffusion entropy analysis on stock volatility in financial markets’ [Physica A 391 (2012) 5739–5745]

In their recent article ‘multifractal diffusion entropy analysis on stock volatility in financial markets’ Huang, Shang and Zhao (2012) [6] suggested a generalization of the diffusion entropy analysis method with the main goal of being able to reveal scaling exponents for multifractal times series. The main idea seems to be replacing the Shannon entropy by the Rényi entropy, which is a one-parametric family of entropies. The authors claim that based on their method they are able to separate long range and short correlations of financial market multifractal time series. In this comment I show that the suggested new method does not bring much valuable information in obtaining the correct scaling for a multifractal/mono-fractal process beyond the original diffusion entropy analysis method. I also argue that the mathematical properties of the multifractal diffusion entropy analysis should be carefully explored to avoid possible numerical artefacts when implementing the method in analysis of real sequences of data.