See full documentation at www.EntropyHub.xyz
Available in MatLab // Python // Julia
----- New multivariate methods -----
Five new multivariate entropy functions incorporating several method-specific variations
> Multivariate Sample Entropy
> Multivariate Fuzzy Entropy [++ many fuzzy functions]
> Multivariate Dispersion Entropy [++ many symbolic sequence transforms]
> Multivariate Cosine Similarity Entropy
> Multivariate Permutation Entropy [++ amplitude-aware, edge, phase, weighted and modified variants]
----- New multivariate multiscale methods -----
Two new multivariate multiscale entropy functions
> Multivariate Multiscale Entropy [++ coarse, modified and generalized graining procedures]
> Composite and Refined-composite Multivariate Multiscale Entropy
----- Extra signal processing tools -----
WindowData() is a new function that allows users to segment data (univariate or multivariate time series) into windows with/without overlapping samples! This allows users to calculate entropy on subsequences of their data to perform analyses with greater time resolution.
Other little fixes...
----- Docs edits -----
- Examples in the www.EntropyHub.xyz documentation were updated to match the latest package syntax.
We are currently adding several new elements to EntropyHub that we hope will benefit many users. However, this is a time-consuming effort.
Keep checking in here to find out more in the future!
Thanks for all your support so far :)
Information and uncertainty can be regarded as two sides of the same coin: the more uncertainty there is, the more information we gain by removing that uncertainty. In the context of information and probability theory, Entropy quantifies that uncertainty.
Various measures have been derived to estimate entropy (uncertainty) from discrete data sequences, each seeking to best capture the uncertainty of the system under examination. This has resulted in many entropy statistics from approximate entropy and sample entropy, to multiscale sample entropy and refined-composite multiscale cross-sample entropy.
The goal of EntropyHub is to provide a comprehensive set of functions with a simple and consistent syntax that allows the user to augment parameters at the command line, enabling a range from basic to advanced entropy methods to be implemented with ease.
It is important to clarify that the entropy functions herein described estimate entropy in the context of probability theory and information theory as defined by Shannon, and not thermodynamic or other entropies from classical physics.
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To install EntropyHub with Matlab, Python or Julia, please follow the instructions given in the relevant folder above.
There are two additional MatLab toolboxes required to exploit the full functionality of the EntropyHub toolkit:
Signal Processing Toolbox and Statistics and Machine Learning Toolbox.
However, most functions will work without these toolboxes.
EntropyHub is intended for use with MatLab versions >= 2016a. In some cases the toolkit may work on versions 2015a and 2015b, but it is not recommended to install on MatLab versions older than 2016.
There are several package dependencies which will be installed alongside EntropyHub: Numpy, Scipy, Matplotlib, PyEMD, Requests
EntropyHub was designed using Python 3 and thus is not intended for use with Python 2. Python versions > 3.6 are recommended for using EntropyHub.
There are several package dependencies which will be installed alongside EntropyHub (if not already installed):
DSP, FFTW, HTTP, Random, Plots, StatsBase, StatsFuns, GroupSlices, Statistics, DelimitedFiles, Combinatorics, LinearAlgebra, DataInterpolations, Clustering
EntropyHub was designed using Julia 1.5 and is intended for use with Julia versions >= 1.2.
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The EntropyHub Guide is a .pdf booklet written to help you use the toolkit effectively. (available here)
In this guide you will find descriptions of function syntax, examples of function use, and references to the source literature of each function.
The MatLab version of the toolkit has a comprehensive help section which can be accessed through the help browser.
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EntropyHub is licensed under the Apache License (Version 2.0) and is free to use by all on condition that the following reference be included on any outputs realized using the software:
Matthew W. Flood (2021)
EntropyHub: An Open-Source Toolkit for Entropic Time Series Analysis,
PLoS ONE 16(11):e0259448
DOI: 10.1371/journal.pone.0259448
www.EntropyHub.xyz
© Copyright 2024 Matthew W. Flood, EntropyHub
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
For Terms of Use see https://github.com/MattWillFlood/EntropyHub
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If you find this package useful, please consider starring it on GitHub, MatLab File Exchange, PyPI or Julia Packages as this helps us to gauge user satisfaction.
If you have any questions about the package or identify any issues, please do not hesitate to contact us at: info@entropyhub.xyz
Thank you for using EntropyHub.
Matt
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EntropyHub functions fall into 8 categories:
* Base functions for estimating the entropy of a single univariate time series.
* Cross functions for estimating the entropy between two univariate time series.
* Multivariate functions for estimating the entropy of a multivariate dataset.
* Bidimensional functions for estimating the entropy of a two-dimensional univariate matrix.
* Multiscale functions for estimating the multiscale entropy of a single univariate time series using any of the Base entropy functions.
* Multiscale Cross functions for estimating the multiscale entropy between two univariate time series using any of the Cross-entropy functions.
* Multivariate Multiscale functions for estimating the multivariate multiscale entropy of multivariate dataset using any of the Multivariate-entropy functions.
* Other Supplementary functions for various tasks related to EntropyHub and signal processing.
When new entropies are published in the scientific literature, efforts will be made to incorporate them in future releases.
| Entropy Type | Function Name |
|---|---|
| Approximate Entropy | ApEn |
| Sample Entropy | SampEn |
| Fuzzy Entropy | FuzzEn |
| Kolmogorov Entropy | K2En |
| Permutation Entropy | PermEn |
| Conditional Entropy | CondEn |
| Distribution Entropy | DistEn |
| Spectral Entropy | SpecEn |
| Dispersion Entropy | DispEn |
| Symbolic Dynamic Entropy | SyDyEn |
| Increment Entropy | IncrEn |
| Cosine Similarity Entropy | CoSiEn |
| Phase Entropy | PhasEn |
| Slope Entropy | SlopEn |
| Bubble Entropy | BubbEn |
| Gridded Distribution Entropy | GridEn |
| Entropy of Entropy | EnofEn |
| Attention Entropy | AttnEn |
| Range Entropy | RangEn |
| Diversity Entropy | DivEn |
| Entropy Type | Function Name |
|---|---|
| Cross Sample Entropy | XSampEn |
| Cross Approximate Entropy | XApEn |
| Cross Fuzzy Entropy | XFuzzEn |
| Cross Permutation Entropy | XPermEn |
| Cross Conditional Entropy | XCondEn |
| Cross Distribution Entropy | XDistEn |
| Cross Spectral Entropy | XSpecEn |
| Cross Kolmogorov Entropy | XK2En |
| Entropy Type | Function Name |
|---|---|
| Multivariate Sample Entropy | MvSampEn |
| Multivariate Fuzzy Entropy | MvFuzzEn |
| Multivariate Permutation Entropy | MvPermEn |
| Multivariate Dispersion Entropy | MvDispEn |
| Multivariate Cosine Similarity Entropy | MvCoSiEn |
| Entropy Type | Function Name |
|---|---|
| Bidimensional Sample Entropy | SampEn2D |
| Bidimensional Fuzzy Entropy | FuzzEn2D |
| Bidimensional Distribution Entropy | DistEn2D |
| Bidimensional Dispersion Entropy | DispEn2D |
| Bidimensional Permutation Entropy | PermEn2D |
| Bidimensional Espinosa Entropy | EspEn2D |
| Entropy Type | Function Name |
|---|---|
| Multiscale Entropy | MSEn |
| Composite/Refined-Composite Multiscale Entropy | cMSEn |
| Refined Multiscale Entropy | rMSEn |
| Hierarchical Multiscale Entropy | hMSEn |
| Entropy Type | Function Name |
|---|---|
| Multiscale Cross-Entropy | XMSEn |
| Composite/Refined-Composite Multiscale Cross-Entropy | cXMSEn |
| Refined Multiscale Cross-Entropy | rXMSEn |
| Hierarchical Multiscale Cross-Entropy | hXMSEn |
| Entropy Type | Function Name |
|---|---|
| Multivariate Multiscale Entropy | MvMSEn |
| Composite/Refined-Composite Multivariate Multiscale Entropy | cMvMSEn |
| Entropy Type | Function Name |
|---|---|
| Example Data Import Tool | ExampleData |
| Window Data Tool | WindowData |
| Multiscale Entropy Object | MSobject |
___ _ _ _____ _____ ____ ____ _ _
| _|| \ | ||_ _|| \| || || \ / | ___________
| \_ | \| | | | | __/| || __| \ \_/ / / _______ \
| _|| \ \ | | | | \ | || | \ / | / ___ \ |
| \_ | |\ | | | | |\ \ | || | | | | | / \ | |
|___||_| \_| |_| |_| \_||____||_| |_| _|_|__\___/ | |
_ _ _ _ ____ / |__\______\/ |
| | | || | | || \ An open-source | /\______\__|_/
| |_| || | | || | toolkit for | | / \ | |
| _ || | | || \ entropic time- | | \___/ | |
| | | || |_| || \ series analysis | \_______/ |
|_| |_|\_____/|_____/ \___________/
