Approximate entropy

In statistics, an approximate entropy (ApEn) is a technique used to quantify the amount of regularity and the unpredictability of fluctuations over time-series data.

For example, there are two series of data:

Moment statistics, such as mean and variance, will not distinguish between these two series. Nor will rank order statistics distinguish between these series. Yet series 1 is "perfectly regular"; knowing one term has the value of 20 enables one to predict with certainty that the next term will have the value of 10. Series 2 is randomly valued; knowing one term has the value of 20 gives no insight into what value the next term will have.

单词	Approximate Entropy
释义	Approximate Entropy 英语百科 Approximate entropy In statistics, an approximate entropy (ApEn) is a technique used to quantify the amount of regularity and the unpredictability of fluctuations over time-series data. For example, there are two series of data: Moment statistics, such as mean and variance, will not distinguish between these two series. Nor will rank order statistics distinguish between these series. Yet series 1 is "perfectly regular"; knowing one term has the value of 20 enables one to predict with certainty that the next term will have the value of 10. Series 2 is randomly valued; knowing one term has the value of 20 gives no insight into what value the next term will have.
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Approximate Entropy

Approximate entropy