IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v387y2008i11p2471-2494.html
   My bibliography  Save this article

Approach to block entropy modeling and optimization

Author

Listed:
  • Livadiotis, George

Abstract

This paper introduces an approach to the block entropy modeling of stationary signals. The block entropies, constructed according to the Tsallis generalized formalism, are optimized with respect to the block length and the partition of the signal value domain, to appropriately measure the complexity of the signal. The optimal partition is known to be addressed by the Euclidean mean, expressing the signal optimized level based on the least squares fitting method. However, this is valid only for random signal values following a symmetric distribution. Alternatively, and within the framework of fitting methods based on non-Euclidean metrics, we implement the qth order means to consistently describe the optimal signal level, and to clearly present the difference between the optimal signal level and the optimal partition. The signal optimization is utilized for detecting the distribution modes, developing a technique, being resistant to the noise corruption, that can be useful for detecting the optimal partition. Moreover, the mechanisms that affect the optimal partition are identified and thoroughly investigated. We first consider random signals following an arbitrary distribution, where the block entropy modeling reveals that the optimal partition is located at the median. Thereafter, we consider persistent signals, specifying a degree of determinism, where the optimal partition is found to be driven far from the median and close to the persistent mode. The existence of persistent modes of small hitting time is the key point of this dissertation, highlighting their implications on the block entropy modeling. Finally, efforts towards block entropy modeling of non-stationary signals are discussed.

Suggested Citation

  • Livadiotis, George, 2008. "Approach to block entropy modeling and optimization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(11), pages 2471-2494.
  • Handle: RePEc:eee:phsmap:v:387:y:2008:i:11:p:2471-2494
    DOI: 10.1016/j.physa.2008.01.002
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437108000058
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2008.01.002?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. George Livadiotis, 2020. "General Fitting Methods Based on L q Norms and their Optimization," Stats, MDPI, vol. 3(1), pages 1-16, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:387:y:2008:i:11:p:2471-2494. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.