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

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• I-divergence geometry of probability distributions and minimization problems
• More on a new concept of entropy and information
• Cumulative Residual Entropy: A New Measure of Information
• Transfer entropy -- a model-free measure of effective connectivity for the neurosciences
• Rényi Divergence and Kullback-Leibler Divergence
• Testing goodness-of-fit for exponential distribution based on cumulative residual entropy
• Some properties of Rényi entropy and Rényi entropy rate
• Causality detection with matrix-based transfer entropy

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