Entropy and optimal partition for data analysis
Institute of Physics, Humboldt-University, 10115 Berlin, Germany
2 Department of Physics and Mathematics, Universidad de las Americas-Puebla, Cholula 72820, Mexico
Corresponding author: a firstname.lastname@example.org
Published online: 15 January 2001
The concept of symbolic dynamics, entropy and complexity measures has been widely utilized for the analysis of measured time series. However, little attention as been devoted to investigate the effects of choosing different partitions to obtain the coarse-grained symbolic sequences. Because the theoretical concepts of generating partitions mostly fail in the case of empirical data, one commonly introduces a homogeneous partition which ensures roughly equidistributed symbols. We will show that such a choice may lead to spurious results for the estimated entropy and will not fully reveal the randomness of the sequence.
PACS: 05.45.Tp – Time series analysis
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 2001