Complexity Reference: compref260 (BibTex)

Authors: Pincus,S

Year: 1995

Title: Approximate emtropy (ApEn) as a complexity measure

Journal: Chaos, 5, 110-117

Comments: Approximate entropy is a statistical measure to quantify the regularity in relatively short noisy time series. It is defined as the rate of entropy for an approximating Markov chain to the process. Useful in deistinguishing between correlated stochastic processes and composite deterministic/stochastic models.

Keywords: ORDER, ENTROPY, SCIENCE, MARKOV CHAINS,

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Bruce Edmonds, Centre for Policy Modelling, Manchester Metropolitan University