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A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks
Measuring the predictability and complexity of time series using entropy is essential tool designing and controlling a nonlinear system. However, the existing methods have some drawbacks related to the strong dependence of entropy on the parameters of the methods. To overcome these difficulties, thi...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8621949/ https://www.ncbi.nlm.nih.gov/pubmed/34828130 http://dx.doi.org/10.3390/e23111432 |
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author | Velichko, Andrei Heidari, Hanif |
author_facet | Velichko, Andrei Heidari, Hanif |
author_sort | Velichko, Andrei |
collection | PubMed |
description | Measuring the predictability and complexity of time series using entropy is essential tool designing and controlling a nonlinear system. However, the existing methods have some drawbacks related to the strong dependence of entropy on the parameters of the methods. To overcome these difficulties, this study proposes a new method for estimating the entropy of a time series using the LogNNet neural network model. The LogNNet reservoir matrix is filled with time series elements according to our algorithm. The accuracy of the classification of images from the MNIST-10 database is considered as the entropy measure and denoted by NNetEn. The novelty of entropy calculation is that the time series is involved in mixing the input information in the reservoir. Greater complexity in the time series leads to a higher classification accuracy and higher NNetEn values. We introduce a new time series characteristic called time series learning inertia that determines the learning rate of the neural network. The robustness and efficiency of the method is verified on chaotic, periodic, random, binary, and constant time series. The comparison of NNetEn with other methods of entropy estimation demonstrates that our method is more robust and accurate and can be widely used in practice. |
format | Online Article Text |
id | pubmed-8621949 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2021 |
publisher | MDPI |
record_format | MEDLINE/PubMed |
spelling | pubmed-86219492021-11-27 A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks Velichko, Andrei Heidari, Hanif Entropy (Basel) Article Measuring the predictability and complexity of time series using entropy is essential tool designing and controlling a nonlinear system. However, the existing methods have some drawbacks related to the strong dependence of entropy on the parameters of the methods. To overcome these difficulties, this study proposes a new method for estimating the entropy of a time series using the LogNNet neural network model. The LogNNet reservoir matrix is filled with time series elements according to our algorithm. The accuracy of the classification of images from the MNIST-10 database is considered as the entropy measure and denoted by NNetEn. The novelty of entropy calculation is that the time series is involved in mixing the input information in the reservoir. Greater complexity in the time series leads to a higher classification accuracy and higher NNetEn values. We introduce a new time series characteristic called time series learning inertia that determines the learning rate of the neural network. The robustness and efficiency of the method is verified on chaotic, periodic, random, binary, and constant time series. The comparison of NNetEn with other methods of entropy estimation demonstrates that our method is more robust and accurate and can be widely used in practice. MDPI 2021-10-29 /pmc/articles/PMC8621949/ /pubmed/34828130 http://dx.doi.org/10.3390/e23111432 Text en © 2021 by the authors. https://creativecommons.org/licenses/by/4.0/Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). |
spellingShingle | Article Velichko, Andrei Heidari, Hanif A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks |
title | A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks |
title_full | A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks |
title_fullStr | A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks |
title_full_unstemmed | A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks |
title_short | A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks |
title_sort | method for estimating the entropy of time series using artificial neural networks |
topic | Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8621949/ https://www.ncbi.nlm.nih.gov/pubmed/34828130 http://dx.doi.org/10.3390/e23111432 |
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