An Entropy Formulation Based on the Generalized Liouville Fractional Derivative

This paper presents a new formula for the entropy of a distribution, that is conceived having in mind the Liouville fractional derivative. For illustrating the new concept, the proposed definition is applied to the Dow Jones Industrial Average. Moreover, the Jensen-Shannon divergence is also general...

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Detalles Bibliográficos
Autores principales: Ferreira, Rui A. C., Tenreiro Machado, J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7515131/
https://www.ncbi.nlm.nih.gov/pubmed/33267352
http://dx.doi.org/10.3390/e21070638
Descripción
Sumario:This paper presents a new formula for the entropy of a distribution, that is conceived having in mind the Liouville fractional derivative. For illustrating the new concept, the proposed definition is applied to the Dow Jones Industrial Average. Moreover, the Jensen-Shannon divergence is also generalized and its variation with the fractional order is tested for the time series.

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