MCTS meets LLMs: Enabling Complex Reasoning and Strategic Planning
Behaviour of Weighted Permutation Entropy
Marisa Mohr talks at the FLORIDA ARTIFICIAL INTELLIGENCE RESEARCH SOCIETY (FLAIRS-34) Conference about the Behaviour of Weighted Permutation Entropy on Fractional Brownian Motion in the Univariate and Multivariate Setting
Abstract:
The estimation of the qualitative behaviour of fractional Brownian motion is an important topic for modelling real-world applications. Permutation entropy is a well-known approach to quantify the complexity of univariate time series in a scalar-valued representation. As an extension often used for outlier detection, weighted permutation entropy takes amplitudes within time series into account. As many-real world problems deal with multivariate time series, these measures need to be extended though. First, we introduce multivariate weighted permutation entropy, which is consistent with standard multivariate extensions of permutation entropy. Second, we investigate the behaviour of weighted permutation entropy on both univariate and multivariate fractional Brownian motion and show revealing results.
Speaker: Marisa Mohr
Event: FLAIRS-34
Datum: 18.05.2021
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