This is a small set of functions on top of NumPy that help to compute different types of entropy for time series analysis.
Currently available:
- 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
Requirements:
>numpy-1.7.0