A Python library for computing entropy measures for time series analysis.
Project description
pyEntropy (pyEntrp)
This is a small set of functions on top of NumPy that help to compute different types of entropy for time series analysis.
The library provides functions for computing the following types of entropy:
- Shannon Entropy
shannon_entropy
- Sample Entropy
sample_entropy
- Multiscale Entropy
multiscale_entropy
- Composite Multiscale Entropy
composite_multiscale_entropy
- Permutation Entropy
permutation_entropy
- Multiscale Permutation Entropy
multiscale_permutation_entropy
- Weighted Permutation Entropy
weighted_permutation_entropy
Quick start
pip install pyentrp
poetry add pyentrp
Usage
from pyentrp import entropy as ent
import numpy as np
ts = [1, 4, 5, 1, 7, 3, 1, 2, 5, 8, 9, 7, 3, 7, 9, 5, 4, 3]
std_ts = np.std(ts)
sample_entropy = ent.sample_entropy(ts, 4, 0.2 * std_ts)
Contributors and participation
Contributions are very welcome, documentation improvements/corrections, bug reports, even feature requests :)
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