pyEntropy (pyEntrp)
This is a small set of functions on top of NumPy that help to compute different types of entropy for time series analysis.
Currently available:
- Shannon Entropy
shannon_entropy
- Sample Entropy
sample_entropy
- Multiscale Entropy
multiscale_entropy
- Composite Multiscale Entropy
composite_multiscale_entropy
- Permutation Entropy
permutation_entropy
- Multiscale Permutation Entropy
multiscale_permutation_entropy
Install
pip install pyentrp
Usage
from pyentrp import entropy as ent
import numpy as np
ts = [1, 4, 5, 1, 7, 3, 1, 2, 5, 8, 9, 7, 3, 7, 9, 5, 4, 3]
std_ts = np.std(ts)
sample_entropy = ent.sample_entropy(ts, 4, 0.2 * std_ts)
Requirements:
>numpy-1.7.0