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Keywords = fractal Tsallis entropy

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12 pages, 304 KB  
Article
Fractal Divergences of Generalized Jacobi Polynomials
by Răzvan-Cornel Sfetcu and Vasile Preda
Mathematics 2023, 11(16), 3500; https://doi.org/10.3390/math11163500 - 13 Aug 2023
Viewed by 1324
Abstract
The notion of entropy (including macro state entropy and information entropy) is used, among others, to define the fractal dimension. Rényi entropy constitutes the basis for the generalized correlation dimension of multifractals. A motivation for the study of the information measures of orthogonal [...] Read more.
The notion of entropy (including macro state entropy and information entropy) is used, among others, to define the fractal dimension. Rényi entropy constitutes the basis for the generalized correlation dimension of multifractals. A motivation for the study of the information measures of orthogonal polynomials is because these polynomials appear in the densities of many quantum mechanical systems with shape-invariant potentials (e.g., the harmonic oscillator and the hydrogenic systems). With the help of a sequence of some generalized Jacobi polynomials, we define a sequence of discrete probability distributions. We introduce fractal Kullback–Leibler divergence, fractal Tsallis divergence, and fractal Rényi divergence between every element of the sequence of probability distributions introduced above and the element of the equiprobability distribution corresponding to the same index. Practically, we obtain three sequences of fractal divergences and show that the first two are convergent and the last is divergent. Full article
(This article belongs to the Section C1: Difference and Differential Equations)
14 pages, 319 KB  
Article
Some Properties of Fractal Tsallis Entropy
by Vasile Preda and Răzvan-Cornel Sfetcu
Fractal Fract. 2023, 7(5), 375; https://doi.org/10.3390/fractalfract7050375 - 30 Apr 2023
Viewed by 1697
Abstract
We introduce fractal Tsallis entropy and show that it satisfies Shannon–Khinchin axioms. Analogously to Tsallis divergence (or Tsallis relative entropy, according to some authors), fractal Tsallis divergence is defined and some properties of it are studied. Within this framework, Lesche stability is verified [...] Read more.
We introduce fractal Tsallis entropy and show that it satisfies Shannon–Khinchin axioms. Analogously to Tsallis divergence (or Tsallis relative entropy, according to some authors), fractal Tsallis divergence is defined and some properties of it are studied. Within this framework, Lesche stability is verified and an example concerning the microcanonical ensemble is given. We generalize the LMC complexity measure (LMC is Lopez-Ruiz, Mancini and Calbert), apply it to a two-level system and define the statistical complexity by using the Euclidean and Wootters’ distance measures in order to analyze it for two-level systems. Full article
(This article belongs to the Section Life Science, Biophysics)
24 pages, 4723 KB  
Article
EEG Signal Complexity Measurements to Enhance BCI-Based Stroke Patients’ Rehabilitation
by Noor Kamal Al-Qazzaz, Alaa A. Aldoori, Sawal Hamid Bin Mohd Ali, Siti Anom Ahmad, Ahmed Kazem Mohammed and Mustafa Ibrahim Mohyee
Sensors 2023, 23(8), 3889; https://doi.org/10.3390/s23083889 - 11 Apr 2023
Cited by 26 | Viewed by 4299
Abstract
The second leading cause of death and one of the most common causes of disability in the world is stroke. Researchers have found that brain–computer interface (BCI) techniques can result in better stroke patient rehabilitation. This study used the proposed motor imagery (MI) [...] Read more.
The second leading cause of death and one of the most common causes of disability in the world is stroke. Researchers have found that brain–computer interface (BCI) techniques can result in better stroke patient rehabilitation. This study used the proposed motor imagery (MI) framework to analyze the electroencephalogram (EEG) dataset from eight subjects in order to enhance the MI-based BCI systems for stroke patients. The preprocessing portion of the framework comprises the use of conventional filters and the independent component analysis (ICA) denoising approach. Fractal dimension (FD) and Hurst exponent (Hur) were then calculated as complexity features, and Tsallis entropy (TsEn) and dispersion entropy (DispEn) were assessed as irregularity parameters. The MI-based BCI features were then statistically retrieved from each participant using two-way analysis of variance (ANOVA) to demonstrate the individuals’ performances from four classes (left hand, right hand, foot, and tongue). The dimensionality reduction algorithm, Laplacian Eigenmap (LE), was used to enhance the MI-based BCI classification performance. Utilizing k-nearest neighbors (KNN), support vector machine (SVM), and random forest (RF) classifiers, the groups of post-stroke patients were ultimately determined. The findings show that LE with RF and KNN obtained 74.48% and 73.20% accuracy, respectively; therefore, the integrated set of the proposed features along with ICA denoising technique can exactly describe the proposed MI framework, which may be used to explore the four classes of MI-based BCI rehabilitation. This study will help clinicians, doctors, and technicians make a good rehabilitation program for people who have had a stroke. Full article
(This article belongs to the Special Issue AI on Biomedical Signal Sensing and Processing for Health Monitoring)
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19 pages, 1323 KB  
Article
Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak
by Pavlos I. Zitis, Shinji Kakinaka, Ken Umeno, Michael P. Hanias, Stavros G. Stavrinides and Stelios M. Potirakis
Entropy 2023, 25(2), 214; https://doi.org/10.3390/e25020214 - 22 Jan 2023
Cited by 7 | Viewed by 4919
Abstract
This article investigates the dynamical complexity and fractal characteristics changes of the Bitcoin/US dollar (BTC/USD) and Euro/US dollar (EUR/USD) returns in the period before and after the outbreak of the COVID-19 pandemic. More specifically, we applied the asymmetric multifractal detrended fluctuation analysis (A-MF-DFA) [...] Read more.
This article investigates the dynamical complexity and fractal characteristics changes of the Bitcoin/US dollar (BTC/USD) and Euro/US dollar (EUR/USD) returns in the period before and after the outbreak of the COVID-19 pandemic. More specifically, we applied the asymmetric multifractal detrended fluctuation analysis (A-MF-DFA) method to investigate the temporal evolution of the asymmetric multifractal spectrum parameters. In addition, we examined the temporal evolution of Fuzzy entropy, non-extensive Tsallis entropy, Shannon entropy, and Fisher information. Our research was motivated to contribute to the comprehension of the pandemic’s impact and the possible changes it caused in two currencies that play a key role in the modern financial system. Our results revealed that for the overall trend both before and after the outbreak of the pandemic, the BTC/USD returns exhibited persistent behavior while the EUR/USD returns exhibited anti-persistent behavior. Additionally, after the outbreak of COVID-19, there was an increase in the degree of multifractality, a dominance of large fluctuations, as well as a sharp decrease of the complexity (i.e., increase of the order and information content and decrease of randomness) of both BTC/USD and EUR/USD returns. The World Health Organization (WHO) announcement, in which COVID-19 was declared a global pandemic, appears to have had a significant impact on the sudden change in complexity. Our findings can help both investors and risk managers, as well as policymakers, to formulate a comprehensive response to the occurrence of such external events. Full article
(This article belongs to the Special Issue Signatures of Maturity in Cryptocurrency Market)
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11 pages, 306 KB  
Article
Discrete Dynamic Model of a Disease-Causing Organism Caused by 2D-Quantum Tsallis Entropy
by Nadia M. G. Al-Saidi, Husam Yahya and Suzan J. Obaiys
Symmetry 2022, 14(8), 1677; https://doi.org/10.3390/sym14081677 - 12 Aug 2022
Cited by 6 | Viewed by 1848
Abstract
Many aspects of the asymmetric organ system are controlled by the symmetry model (R&L) of the disease-causing organism pathway, but sensitive matters like somites and limb buds need to be shielded from its influence. Because symmetric and asymmetric structures develop from similar or [...] Read more.
Many aspects of the asymmetric organ system are controlled by the symmetry model (R&L) of the disease-causing organism pathway, but sensitive matters like somites and limb buds need to be shielded from its influence. Because symmetric and asymmetric structures develop from similar or nearby matters and utilize many of the same signaling pathways, attaining symmetry is made more difficult. On this note, we aim to generalize some important measurements in view of the 2D-quantum calculus (q-calculus, q-analogues or q-disease), including the dimensional of fractals and Tsallis entropy (2D-quantum Tsallis entropy (2D-QTE)). The process is based on producing a generalization of the maximum value of the Tsallis entropy in view of the quantum calculus. Then by considering the maximum 2D-QTE, we design a discrete system. As an application, by using the 2D-QTE, we depict a discrete dynamic system that is afflicted with a disease-causing organism (DCO). We look at the system’s positive and maximum solutions. Studies are done on equilibrium and stability. We will also develop a novel design for the fundamental reproductive ratio based on the 2D-QTE. Full article
(This article belongs to the Special Issue Symmetry in Quantum Calculus)
14 pages, 27306 KB  
Article
Fractal Modeling of Polymer Plasma Laser Ablation, Plasma Plume Tsallis Entropy and Its q-Statistics Interpretation, Part I: Theory
by Maria-Alexandra Paun, Vladimir-Alexandru Paun and Viorel-Puiu Paun
Entropy 2022, 24(3), 342; https://doi.org/10.3390/e24030342 - 27 Feb 2022
Cited by 1 | Viewed by 2473
Abstract
Polymer plasma produced by laser ablation is investigated in a theoretical manner. In relation to the fact that the charge carrier circulation is assumed to take place on fractal curves, the so-called fractality type, electrical charge transport can be resolved by an extended [...] Read more.
Polymer plasma produced by laser ablation is investigated in a theoretical manner. In relation to the fact that the charge carrier circulation is assumed to take place on fractal curves, the so-called fractality type, electrical charge transport can be resolved by an extended scale relativity method. In addition, an elegant mathematical model, utilizing a conjecture of fractal space-time, is elaborated. The complete solution and its graphical representation for temperature distribution in two-dimensional and three-dimensional cases are successfully introduced. The discrete physical behavior and irrevocable transformation of nanoscale microdomain substructures by laser ablation are realistically examined. Further, benefiting from the interpretation of the fractal analysis, each of the experimental results can be fairly explained. On top of that, this paper presents a proof of Tsallis nonextensive q-statistics, especially for the plasma plume studied. Tsallis entropy in direct connection with fractal dynamics and chaotic-type mechanics of the plasma plume and time-series representation of plasma temperature is introduced for the first time in the present publication, and the q-statistics of the plume plasma temperature are also studied, among others. Full article
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26 pages, 2398 KB  
Article
Stochastic and Self-Organisation Patterns in a 17-Year PM10 Time Series in Athens, Greece
by Dimitrios Nikolopoulos, Aftab Alam, Ermioni Petraki, Michail Papoutsidakis, Panayiotis Yannakopoulos and Konstantinos P. Moustris
Entropy 2021, 23(3), 307; https://doi.org/10.3390/e23030307 - 5 Mar 2021
Cited by 8 | Viewed by 2307
Abstract
This paper utilises statistical and entropy methods for the investigation of a 17-year PM10 time series recorded from five stations in Athens, Greece, in order to delineate existing stochastic and self-organisation trends. Stochastic patterns are analysed via lumping and sliding, in windows [...] Read more.
This paper utilises statistical and entropy methods for the investigation of a 17-year PM10 time series recorded from five stations in Athens, Greece, in order to delineate existing stochastic and self-organisation trends. Stochastic patterns are analysed via lumping and sliding, in windows of various lengths. Decreasing trends are found between Windows 1 and 3500–4000, for all stations. Self-organisation is studied through Boltzmann and Tsallis entropy via sliding and symbolic dynamics in selected parts. Several values are below −2 (Boltzmann entropy) and 1.18 (Tsallis entropy) over the Boltzmann constant. A published method is utilised to locate areas for which the PM10 system is out of stochastic behaviour and, simultaneously, exhibits critical self-organised tendencies. Sixty-six two-month windows are found for various dates. From these, nine are common to at least three different stations. Combining previous publications, two areas are non-stochastic and exhibit, simultaneously, fractal, long-memory and self-organisation patterns through a combination of 15 different fractal and SOC analysis techniques. In these areas, block-entropy (range 0.650–2.924) is significantly lower compared to the remaining areas of non-stochastic but self-organisation trends. It is the first time to utilise entropy analysis for PM10 series and, importantly, in combination with results from previously published fractal methods. Full article
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11 pages, 1442 KB  
Article
Complexity Measures of Heart-Rate Variability in Amyotrophic Lateral Sclerosis with Alternative Pulmonary Capacities
by Renata M. M. Pimentel, Celso Ferreira, Vitor Valenti, David M. Garner, Hugo Macedo, Acary S. Bulle Oliveira, Francisco Naildo Cardoso Leitão and Luiz Carlos de Abreu
Entropy 2021, 23(2), 159; https://doi.org/10.3390/e23020159 - 28 Jan 2021
Cited by 4 | Viewed by 3602
Abstract
Objective: the complexity of heart-rate variability (HRV) in amyotrophic lateral sclerosis (ALS) patients with different pulmonary capacities was evaluated. Methods: We set these according to their pulmonary capacity, and specifically forced vital capacity (FVC). We split the groups according to FVC (FVC > [...] Read more.
Objective: the complexity of heart-rate variability (HRV) in amyotrophic lateral sclerosis (ALS) patients with different pulmonary capacities was evaluated. Methods: We set these according to their pulmonary capacity, and specifically forced vital capacity (FVC). We split the groups according to FVC (FVC > 50% (n = 29) and FVC < 50% (n = 28)). In ALS, the presence of an FVC below 50% is indicative of noninvasive ventilation with two pressure levels and with the absence of other respiratory symptoms. As the number of subjects per group was different, we applied the unbalanced one-way analysis of variance (uANOVA1) test after three tests of normality, and effect size by Cohen’s d to assess parameter significance. Results: with regard to chaotic global analysis, CFP4 (p < 0.001; d = 0.91), CFP5 (p = 0.0022; d = 0.85), and CFP6 (p = 0.0009; d = 0.92) were enlarged. All entropies significantly increased. Shannon (p = 0.0005; d = 0.98), Renyi (p = 0.0002; d = 1.02), Tsallis (p = 0.0004; d = 0.99), approximate (p = 0.0005; d = 0.97), and sample (p < 0.0001; d = 1.22). Detrended fluctuation analysis (DFA) (p = 0.0358) and Higuchi fractal dimension (HFD) (p = 0.15) were statistically inconsequential between the two groups. Conclusions: HRV complexity in ALS subjects with different pulmonary capacities increased via chaotic global analysis, especially CFP5 and 3 out of 5 entropies. Full article
(This article belongs to the Collection Wavelets, Fractals and Information Theory)
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18 pages, 3102 KB  
Article
Evidence of Hierarchy in the Drainage Basins Size Distribution of Greece Derived from ASTER GDEM-v2 Data
by Filippos Vallianatos and Maria Kouli
Appl. Sci. 2020, 10(1), 248; https://doi.org/10.3390/app10010248 - 28 Dec 2019
Cited by 1 | Viewed by 2874
Abstract
The drainage basins of Greece are analyzed in terms of hierarchy and discussed in view of Tsallis Entropy. This concept has been successfully used in a variety of complex systems, where fractality, memory and long-range interactions are dominant. The analysis indicates that the [...] Read more.
The drainage basins of Greece are analyzed in terms of hierarchy and discussed in view of Tsallis Entropy. This concept has been successfully used in a variety of complex systems, where fractality, memory and long-range interactions are dominant. The analysis indicates that the statistical distribution of drainage basins’ area in Greece, presents a hierarchical pattern that can be viewed within the frame of non-extensive statistical physics. Our work was based on the analysis of the ASTER GDEM v2 Digital Elevation Model of Greece, which offers a 30 m resolution, creating an accurate drainage basins’ database. Analyzing the drainage size (e.g., drainage basin area)-frequency distribution we discuss the connection of the observed power law exponents with the Tsallis entropic parameters, demonstrating the hierarchy observed in drainage areas for the set created for all over Greece and the subsets of drainages in the internal and external Hellenides that are the main tectonic structures in Greece. Furthermore, we discuss in terms of Tsallis entropy, the hierarchical patterns observed when the drainages are classified according to their relief or the Topographic Position Index (TPI). The deviation of distribution from power law for large drainages area is discussed. Full article
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17 pages, 292 KB  
Article
Fractal Structure and Non-Extensive Statistics
by Airton Deppman, Tobias Frederico, Eugenio Megías and Debora P. Menezes
Entropy 2018, 20(9), 633; https://doi.org/10.3390/e20090633 - 24 Aug 2018
Cited by 37 | Viewed by 4961
Abstract
The role played by non-extensive thermodynamics in physical systems has been under intense debate for the last decades. With many applications in several areas, the Tsallis statistics have been discussed in detail in many works and triggered an interesting discussion on the most [...] Read more.
The role played by non-extensive thermodynamics in physical systems has been under intense debate for the last decades. With many applications in several areas, the Tsallis statistics have been discussed in detail in many works and triggered an interesting discussion on the most deep meaning of entropy and its role in complex systems. Some possible mechanisms that could give rise to non-extensive statistics have been formulated over the last several years, in particular a fractal structure in thermodynamic functions was recently proposed as a possible origin for non-extensive statistics in physical systems. In the present work, we investigate the properties of such fractal thermodynamical system and propose a diagrammatic method for calculations of relevant quantities related to such a system. It is shown that a system with the fractal structure described here presents temperature fluctuation following an Euler Gamma Function, in accordance with previous works that provided evidence of the connections between those fluctuations and Tsallis statistics. Finally, the scale invariance of the fractal thermodynamical system is discussed in terms of the Callan–Symanzik equation. Full article
(This article belongs to the Special Issue Theoretical Aspect of Nonlinear Statistical Physics)
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21 pages, 417 KB  
Article
Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis
by Rui Pascoal and Ana Margarida Monteiro
Entropy 2014, 16(5), 2768-2788; https://doi.org/10.3390/e16052768 - 19 May 2014
Cited by 11 | Viewed by 6221
Abstract
In this study, features of the financial returns of the PSI20index, related to market efficiency, are captured using wavelet- and entropy-based techniques. This characterization includes the following points. First, the detection of long memory, associated with low frequencies, and a global measure of [...] Read more.
In this study, features of the financial returns of the PSI20index, related to market efficiency, are captured using wavelet- and entropy-based techniques. This characterization includes the following points. First, the detection of long memory, associated with low frequencies, and a global measure of the time series: the Hurst exponent estimated by several methods, including wavelets. Second, the degree of roughness, or regularity variation, associated with the H¨older exponent, fractal dimension and estimation based on the multifractal spectrum. Finally, the degree of the unpredictability of the series, estimated by approximate entropy. These aspects may also be studied through the concepts of non-extensive entropy and distribution using, for instance, the Tsallis q-triplet. They allow one to study the existence of efficiency in the financial market. On the other hand, the study of local roughness is performed by considering wavelet leader-based entropy. In fact, the wavelet coefficients are computed from a multiresolution analysis, and the wavelet leaders are defined by the local suprema of these coefficients, near the point that we are considering. The resulting entropy is more accurate in that detection than the H¨older exponent. These procedures enhance the capacity to identify the occurrence of financial crashes. Full article
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