ApproximateEntropy: ApproximateEntropy

In shapelets/khiva-r: KHIVA-R library.

Description

Calculates a vectorized Approximate entropy algorithm. https://en.wikipedia.org/wiki/Approximate_entropy For short time-series this method is highly dependent on the parameters, but should be stable for N > 2000, see: Yentes et al. (2012) - The Appropriate Use of Approximate Entropy and Sample Entropy with Short Data Sets Other shortcomings and alternatives discussed in: Richman & Moorman (2000) - Physiological time-series analysis using approximate entropy and sample entropy.

Usage

ApproximateEntropy(arr, m, r)

Arguments

arr	KHIVA array with the time series.
m	Length of compared run of data.
r	Filtering level, must be positive.

Value

The vectorized approximate entropy for all the input time series in arr.

shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.