Computes the entropy of a univariate or multivariate (vector) time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.


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Inputs/Outputs

  • c2ddbl.png Xt —

    Xt specifies the multivariate (vector) time series. Each column of the 2D array represents a vector at certain time.

  • cu16.png method —

    method specifies the method to use in computing the entropy of the time series. Options include Shannon (default), Threshold, Sure, Norm, and Energy.

  • cerrcodeclst.png error in (no error) —

    error in describes error conditions that occur before this node runs. This input provides standard error in functionality.

  • cdbl.png reference value —

    reference value specifies the associated parameter for the methods Threshold, Sure, and Norm. For the Threshold and Sure methods, the reference value must be greater than 0. For the Norm method, the reference value must be greater than 1.

  • i1ddbl.png entropy —

    entropy returns the vector entropy of the multivariate (vector) time series.

  • ierrcodeclst.png error out —

    error out contains error information. This output provides standard error out functionality.

    • TSA Entropy Details

    This VI computes the Shannon entropy according to the following equation:

    When Xt²(i)=0, let log(Xt²(i))=0. n is the number of samples of the input time series.

    This VI computes the Threshold entropy according to the following equation:

    where t(i)=1 if abs(Xt(i))>p and 0 elsewhere. n is the number of samples of the input time series, and p is reference value.

    This VI computes the Sure entropy according to the following equation:

    where m(i)=1 if abs(Xt(i))>p and 0 elsewhere, n(i)=1 if abs(Xt(i)) >=p and 0 elsewhere

    n is number of samples of the input time series, and p is reference value.

    This VI computes the Norm entropy according to the following equation:

    where n is the number of samples of the input time series. p is reference value.

    This VI computes the Energy entropy according to the following equation:

    When Xt²(i)=0, let log(Xt²(i))=0. n is the number of samples of the input time series.

    Examples

    Refer to the Series Statistical Analysis VI in the labview\examples\Time Series Analysis\TSAGettingStarted directory for an example of using the TSA Entropy VI.