On the Behaviour of Permutation Entropy on Fractional Brownian Motion in a Multivariate Setting

Vortrag von Marisa Mohr auf der APSIPA 2020

On the Behaviour of Permutation Entropy on Fractional Brownian Motion in a Multivariate Setting
Talk by Marisa Mohr at APSIPA 2020

The investigation of qualitative behaviour of the fractional Brownian motion is an important topic for modelling theoretic and real-world applications. Permutation Entropy is a robust and fast approach to quantify the complexity of a time series in a scalar-valued representation.
There are numerous studies on the behaviour of Permutation Entropy on fractional Brownian motion. Similarly, Multi-Scale Permutation Entropy is used to study structures on different time scales in a univariate context. Nevertheless, many real-world problems contain multivariate time series.
In this talk we investigate the behaviour of Permutation Entropy as well as the behaviour of Multi-Scale Permutation Entropy on fractional Brownian motion – each in the multivariate case.

Event: Asia-Pacific Signal and Information Processing Association

Date: 9th December 2020

Wie können wir Sie unterstützen?

Nehmen Sie Kontakt mit uns auf – ganz einfach per Telefon oder E-Mail.

Wir freuen uns auf Ihre Nachricht!

inovex Blog

Marisa Mohr | 06.05.2019

The Mystery of Entropy: How to Measure Unpredictability in Machine Learning

Blog-Artikel lesen

inovex Leistungen

Machine Perception & Artificial Intelligence

Mehr Informationen

Aktuelle News über inovex und die Branche

inovex Newsletter

Jetzt hier anmelden!