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A Python library for computing entropy measures for time series analysis.

Project description

pyEntropy (pyEntrp)

codecov py38 status py39 status py310 status

  1. Quick start
  2. Usage
  3. Contributors and participation

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


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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