pyEntropy (pyEntrp)

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

Install

pip install pyentrp

Usage

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