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Beyond randomness: Evaluating measures of information entropy in binary series

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Author(s):
Ayres Ferraz, Mariana Sacrini ; Kihara, Alexandre Hiroaki
Total Authors: 2
Document type: Journal article
Source: PHYSICAL REVIEW E; v. 105, n. 4, p. 13-pg., 2022-04-01.
Abstract

The enormous amount of currently available data demands efforts to extract meaningful information. For this purpose, different measurements are applied, including Shannon's entropy, permutation entropy, and the Lempel-Ziv complexity. These methods have been used in many applications, such as pattern recognition, series classification, and several other areas (e.g., physical, financial, and biomedical). Data in these applications are often presented in binary series with temporal correlations. Herein, we compare the measures of information entropy in binary series conveying short-and long-range temporal correlations characterized by the Hurst exponent H. Combining numerical and analytical approaches, we scrutinize different methods that were not efficient in detecting temporal correlations. To surpass this limitation, we propose a measure called the binary permutation index (BPI). We will demonstrate that BPI efficiently discriminates patterns embedded in the series, offering advantages over previous methods. Subsequently, we collect stock market time series and rain precipitation data as well as perform in vivo electrophysiological recordings in the hippocampus of an experimental animal model of temporal lobe epilepsy, in which the BPI application in both public open source and experimental data is demonstrated. An index is proposed to evaluate information entropy, allowing the ability to discriminate randomness and extract meaningful information in binary time series. (AU)

FAPESP's process: 15/50122-0 - Dynamic phenomena in complex networks: basics and applications
Grantee:Elbert Einstein Nehrer Macau
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 19/15024-9 - Information flow in neuronal networks of networks: oscillations, criticality and electrical synapses
Grantee:Mariana Sacrini Ayres Ferraz
Support Opportunities: Scholarships in Brazil - Post-Doctoral
FAPESP's process: 19/17892-8 - Degeneration and development of the nervous system: the role of epigenetic processes
Grantee:Alexandre Hiroaki Kihara
Support Opportunities: Regular Research Grants