Acceleration of time series entropy algorithms

Abstract

This paper concentrates on the entropy estimation of time series. Two new algorithms are introduced: Fast Approximate Entropy and Fast Sample Entropy. Their main advantage is their lower time complexity. Examples considered in the paper include interesting experiments with real-world data obtained from IT4Innovations' supercomputers Salomon and Anselm, as well as with data artificially created specifically to test the credibility of these new entropy analyzers.