Bubble Entropy is a recently proposed entropy metric, that is almost free of parameters. Up to date, only an operational formulation of Bubble Entropy was available. In this paper, we derived analytical formulations of Bubble Entropy for embedding dimensions mleq 3, when the time series is generated by a stationary Gaussian autoregressive process. Such formulations match with the estimates obtained using Monte Carlo simulations. The study allows to further investigate the mathematical properties of Bubble Entropy on stationary autoregressive processes.
Analytical Formulation of Bubble Entropy for Autoregressive Processes / M. Bodini, M.W. Rivolta, G. Manis, R. Sassi - In: 2020 11th Conference of the European Study Group on Cardiovascular Oscillations (ESGCO)[s.l] : IEEE, 2020. - ISBN 9781728157511. - pp. 1-2 (( Intervento presentato al 11. convegno ESGCO tenutosi a Pisa nel 2020.
Analytical Formulation of Bubble Entropy for Autoregressive Processes
M. Bodini
Primo
;M.W. Rivolta;R. Sassi
2020
Abstract
Bubble Entropy is a recently proposed entropy metric, that is almost free of parameters. Up to date, only an operational formulation of Bubble Entropy was available. In this paper, we derived analytical formulations of Bubble Entropy for embedding dimensions mleq 3, when the time series is generated by a stationary Gaussian autoregressive process. Such formulations match with the estimates obtained using Monte Carlo simulations. The study allows to further investigate the mathematical properties of Bubble Entropy on stationary autoregressive processes.
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