A Method for Estimating the Entropy of Time Series Using Artificial Neural Networks. (arXiv:2107.08399v4 [cs.LG] UPDATED)

Measuring the predictability and complexity of time series using entropy is
essential tool de-signing and controlling a nonlinear system. However, the
existing methods have some drawbacks related to the strong dependence of
entropy on the parameters of the methods. To overcome these difficulties, this
study proposes a new method for estimating the entropy of a time series using
the LogNNet neural network model. The LogNNet reservoir matrix is filled with
time series elements according to our algorithm. The accuracy of …

artificial arxiv entropy networks neural networks time time series