calculate_approximate_entropy

scirs2_series::features::complexity

Function calculate_approximate_entropy 

Source 
pub fn calculate_approximate_entropy<F>(
    ts: &Array1<F>,
    m: usize,
    r: F,
) -> Result<F>
where
    F: Float + FromPrimitive + Debug,
Expand description

Calculate approximate entropy

Approximate entropy (ApEn) measures the regularity and complexity of time series data. It quantifies the likelihood that patterns of observations that are close remain close for incremented template lengths.

§Arguments

  • ts - Input time series
  • m - Pattern length (typically 2)
  • r - Tolerance for matching patterns (typically 0.1 * std_dev)

§Returns

Approximate entropy value (higher values indicate more irregularity)