Two fractional order cumulative residual time series measures based on Rényi entropy

DOI10.1016/J.INS.2024.121098MaRDI QIDQ6576964FDOQ6576964

Authors Jinren Zhang, Jinde Cao, Xinli Shi, Wei Huang, Tao Ma, Xingye Zhou

Publication date 23 July 2024

Published in Information Sciences (Search for Journal in Brave)

zbMATH Keywords

Kullback-Leibler divergencetime series analysistransfer entropycumulative residual entropyRényi entropy

Mathematics Subject Classification ID

Statistics (62-XX) Information and communication theory, circuits (94-XX)

Cites work

• scientific article; zbMATH DE number 3173999 (Why is no real title available?)
• scientific article; zbMATH DE number 3023295 (Why is no real title available?)
• Causality detection with matrix-based transfer entropy
• Cumulative Residual Entropy: A New Measure of Information
• I-divergence geometry of probability distributions and minimization problems
• More on a new concept of entropy and information
• Rényi Divergence and Kullback-Leibler Divergence
• Some properties of Rényi entropy and Rényi entropy rate
• Testing goodness-of-fit for exponential distribution based on cumulative residual entropy
• Transfer entropy -- a model-free measure of effective connectivity for the neurosciences

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