(Multiscale) Cross-Entropy Methods: A Review

Cross-entropy was introduced in 1996 to quantify the degree of asynchronism between two time series. In 2009, a multiscale cross-entropy measure was proposed to analyze the dynamical characteristics of the coupling behavior between two sequences on multiple scales. Since their introductions, many im...

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Bibliographic Details
Main Authors: Antoine Jamin, Anne Humeau-Heurtier
Format: Article
Language:English
Published: MDPI AG 2019-12-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/22/1/45