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Recurrence Period Density Entropy: Recurrence Plot, Dynamical Systems, Stochastic Processes, Time Series Analysis, Autocorrelation, Phase Space -

English
2026-03-16
€179.62 €224.53

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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Recurrence period density entropy (RPDE) is a method, in the fields of dynamical systems, stochastic processes, and time series analysis, for determining the periodicity, or repetitiveness of a signal. Recurrence period density entropy is useful for characterising the extent to whi ... Full description

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Description

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Recurrence period density entropy (RPDE) is a method, in the fields of dynamical systems, stochastic processes, and time series analysis, for determining the periodicity, or repetitiveness of a signal. Recurrence period density entropy is useful for characterising the extent to which a time series repeats the same sequence, and is therefore similar to linear autocorrelation and time delayed mutual information, except that it measures repetitiveness in the phase space of the system, and is thus a more reliable measure based upon the dynamics of the underlying system that generated the signal. It has the advantage that it does not require the assumptions of linearity, Gaussianity or dynamical determinism. It has been successfully used to detect abnormalities in biomedical contexts such as speech and ECG signals (Little et al. 2006, 2007).

More Information

Publisher OmniScriptum
Release year 2026
Cover type Softcover
EAN 9786130502829
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€179.62 €224.53