时间序列的复杂度和熵

6 时间序列的复杂度和熵 6 时间序列的复杂度和熵............................................................................................ 1 6.1 引言............................................................................................................................. 2 6.2 时间序列符号化方法................................................................................................. 2 6.3 热力学熵－克劳修斯(Clausius)熵[5, 6] ......................................................................4 6.4 统计熵－玻尔兹曼(Boltzmann)熵[5] .........................................................................6 6.5 信息熵－先农(Shannon)熵[5, 7]..................................................................................6 6.6 Kolmogrov熵和K2 熵................................................................................................ 8 6.7 非广延熵-Tsallis熵.....................................................................................................9 6.8 近似熵－Approximate Entropy................................................................................10 6.9 样本熵－Sample Entropy.........................................................................................12 6.10 多尺度熵－Multiscale Entropy................................................................................ 14 6.11 Lempel-Ziv复杂度...................................................................................................16 6.12 相似指数分析[24]......................................................................................................17 6.13 海杂波的复杂度和熵...............................................................................................18 6.14 本章小结...................................................................................................................18 6.15 后记.............................................................................................................