Entropy Estimator based on the Lempel-Ziv algorithm
This function allows to estimate the entropy of a time series. It is based on the Lempel-Ziv compression algorithm. For a time series of length n, the entropy is estimate as:
E= (1/n SUM_i L_i )^-1 ln(n)
where L_i is the longness of the shortest substring starting at position i which doesn't previously appear from position 1 to i-1. The estimated entropy converges to the real entropy of the time series when n approaches to infinity.
引用
Flavio Prattico (2024). Entropy Estimator based on the Lempel-Ziv algorithm (https://www.mathworks.com/matlabcentral/fileexchange/51042-entropy-estimator-based-on-the-lempel-ziv-algorithm), MATLAB Central File Exchange. 取得済み .
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