Multi-scale incremental entropy algorithm for evaluation of time sequence complexity
A technology of time series and complexity, applied in computing, applications, computer components, etc., can solve problems such as low computational efficiency, ignoring the natural time sequence of the sequence, and not considering the fluctuation range of adjacent points in the sequence, so as to achieve a small and consistent evaluation error. The effect of good performance and fast calculation time
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[0032] The present invention will be further described below in conjunction with the accompanying drawings. The following examples are only used to illustrate the technical solution of the present invention more clearly, but not to limit the protection scope of the present invention.
[0033] A multi-scale incremental entropy algorithm for time series complexity evaluation, the flow chart is as follows figure 1 As shown, it specifically includes the following steps:
[0034] (1) Set parameters, including scale Scale, embedding dimension m and resolution R;
[0035] (2) The scale is initialized to τ=1;
[0036] (3) Coarse-grain the original sequence to obtain a coarse-grained sequence at this scale;
[0037] (4) Calculate the incremental entropy of the coarse-grained sequence;
[0038] (5) scale τ plus 1;
[0039] (6) If the scale τ is smaller than the set scale Scale, repeat steps (3) to (5) until the corresponding scale Scale is reached; finally, the incremental entropy ...
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