Estimators for probabilities, entropies, and other complexity measures derived from data in the context of nonlinear dynamics and complex systems
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Updated
Oct 15, 2026 - Julia
Estimators for probabilities, entropies, and other complexity measures derived from data in the context of nonlinear dynamics and complex systems
An improved multiscale sample entropy algorithm to extract signal features: "Analysis of fatigue in the biceps brachii by using rapid refined composite multiscale sample entropy"
Multi-Scale Entropy (SampEn) analysis tool
Sample Entropy Signatures for image feature extraction.
Karl Weierstrass — Brownovo kretanje + Sample/Permutation entropy.
End-to-End Python implementation of Zwydak et al.'s (2026) non-parametric framework for flagging artificial trading activity on centralised crypto exchanges. Uses MFDFA multifractal spectra, sign-preserving DCCA, ApEn/SampEn and mean-shift change-point detection on 1-minute tick panels.
12. Informacija / kompleksnost, KL divergence, JS divergence, compression complexity (LZ)
End-to-End Python implementation of the computational toolkit for financial market complexity analysis from "Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses" (2025). Implements cutting-edge entropy and fractal methods to quantify asset predictability, nonlinear correlations, and multifractal scaling properties.
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