Presentation 2022-11-24
Quantifying the dynamical instability of complex time series based on information entropy
Kota Shiozawa, Isao Tokuda,
PDF Download Page PDF download Page Link
Abstract(in Japanese) (See Japanese page)
Abstract(in English) Various methods based on information entropy have been proposed to quantify the complexity of time series. One of the most common methods is the permutation entropy proposed by Bandt and Pompe. Their method has been widely used in many fields such as physiology and mechanical engineering. Although the usefulness of information entropy-based methods, it is not straightforward to interpret the obtained results since the relationship between these complexity measures and the dynamical quantities is unclear. In this paper, we extend the existing methods and propose a complexity measure which has a clear link to the dynamical quantities and can be easily interpreted.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Time Series Analysis / Chaos / Lyapunov Exponent / Information Entropy / Permutation Entropy
Paper # NLP2022-57
Date of Issue 2022-11-17 (NLP)

Conference Information
Committee NLP
Conference Date 2022/11/24(2days)
Place (in Japanese) (See Japanese page)
Place (in English)
Topics (in Japanese) (See Japanese page)
Topics (in English)
Chair Akio Tsuneda(Kumamoto Univ.)
Vice Chair Hiroyuki Torikai(Hosei Univ.)
Secretary Hiroyuki Torikai(Sojo Univ.)
Assistant Yuichi Yokoi(Nagasaki Univ.) / Yoshikazu Yamanaka(Utsunomiya Univ.)

Paper Information
Registration To Technical Committee on Nonlinear Problems
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Quantifying the dynamical instability of complex time series based on information entropy
Sub Title (in English)
Keyword(1) Time Series Analysis
Keyword(2) Chaos
Keyword(3) Lyapunov Exponent
Keyword(4) Information Entropy
Keyword(5) Permutation Entropy
1st Author's Name Kota Shiozawa
1st Author's Affiliation Ritsumeikan University(Ritsumeikan Univ.)
2nd Author's Name Isao Tokuda
2nd Author's Affiliation Ritsumeikan University(Ritsumeikan Univ.)
Date 2022-11-24
Paper # NLP2022-57
Volume (vol) vol.122
Number (no) NLP-280
Page pp.pp.5-8(NLP),
#Pages 4
Date of Issue 2022-11-17 (NLP)