pyEntropy (pyEntrp)

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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.

• 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

Usage

.. code:: python

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)

Requirements:

• >numpy-1.7.0

Contributors and participation

• Nikolay Donets_
• Jakob Dreyer_
• Raphael Vallat_
• Christopher Schölzel_
• Sam Dotson_

Contributions are very welcome, documentation improvements/corrections, bug reports, even feature requests :)

.. _Quick start: #quick-start .. _Usage: #usage .. _Contributors and participation: #contribution-and-participation .. _Nikolay Donets: https://github.com/nikdon .. _Jakob Dreyer: https://github.com/jakobdreyer .. _Raphael Vallat: https://github.com/raphaelvallat .. _Christopher Schölzel: https://github.com/CSchoel .. _Sam Dotson: https://github.com/samgdotson

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