{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/specific-differential-entropy-rate-estimation","title":"Specific Differential Entropy Rate Estimation for Continuous-Valued Time Series","arxiv_id":"1606.02615","date":"2016-06-08","proceeding":null,"authors":["David Darmon"],"abstract":"We introduce a method for quantifying the inherent unpredictability of a\ncontinuous-valued time series via an extension of the differential Shannon\nentropy rate. Our extension, the specific entropy rate, quantifies the amount\nof predictive uncertainty associated with a specific state, rather than\naveraged over all states. We relate the specific entropy rate to popular\n`complexity' measures such as Approximate and Sample Entropies. We provide a\ndata-driven approach for estimating the specific entropy rate of an observed\ntime series. Finally, we consider three case studies of estimating specific\nentropy rate from synthetic and physiological data relevant to the analysis of\nheart rate variability.","url_abs":"http://arxiv.org/abs/1606.02615v1","url_pdf":"http://arxiv.org/pdf/1606.02615v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"specific-differential-entropy-rate-estimation","repo_url":"https://github.com/ddarmon/spenra","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"heart-rate-variability","task_name":"Heart Rate Variability"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}