Entropy-Based Time Series Analysis: Theory and Applications
A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Complexity".
Deadline for manuscript submissions: 31 March 2026 | Viewed by 2445
Special Issue Editor
Interests: time series analysis; permutation entropy; ordinal patterns; multifractality; long-range correlations; complexity measures; data analysis; nonlinear dynamics
Special Issue Information
Dear Colleagues,
Understanding complexity in empirical time series has become a crucial area of research across various scientific domains. Unlike traditional statistical measures, which focus on central tendency or variance, entropy-based approaches—alongside fractality and nonlinear dynamic methods—uncover deeper insights into the intrinsic structure of data. Entropy-based methodologies can be broadly categorized into two main types: structural entropy, which examines power distribution across frequency components, and dynamical entropy, which evaluates the evolution of similarity between inner patterns in data dynamics. While these techniques have been widely applied in various scientific disciplines, including finance, physiology, climate, and engineering, there is still room for further development and applications.
The distinct analytical approaches of structural and dynamical entropies suggest that integrating them may lead to a richer understanding of time series complexity. Additionally, opportunities exist for hybrid methods that combine entropy with fractal analysis or nonlinear dynamic techniques, as well as advancements in entropy computation, to handle large-scale datasets and finite-size matters efficiently. We also encourage contributions that apply these methodologies to real-world and socio-technical datasets.
This Special Issue aims to showcase original papers and comprehensive reviews focused on innovative and enhanced entropy-based techniques for time series analysis, including theoretical studies and multidisciplinary applications. We invite researchers to submit work that pushes the boundaries of knowledge and drives discoveries in this evolving field.
Dr. Felipe Olivares
Guest Editor
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 250 words) can be sent to the Editorial Office for assessment.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Entropy is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- structural entropies
- dynamical entropies
- multiscale entropy
- ordinal patterns-based entropies
- entropy as a complexity measure
- signal classification
- signal segmentation and spike detection
- multivariate time series analysis
- real-world and socio-technical applications
- interdisciplinary applications
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