GLOSSARY OF TERMS USED IN TIME SERIES ANALYSIS
OF CARDIOVASCULAR DATA
|LEVEL 0| |HOMEPAGE|
ENTROPY

Measure of uncertainty in a sequence of symbols.

Let's assume that x(n), n=1,2,...,N, is a string of N symbols, with M being the number of possible different symbols, and that the probability that the ith symbol appears is Pi (i=1,2,...M). The "surprisal" of  the ith symbol to appear, si, is defined as:
si=-log2(Pi) (i.e., the surprisal increases as the probability of the ith symbol to appear decreases).
If the ith symbol appears Ni times in the string x(n), then the "average surprisal" H of the string is:

For an infinite string of symbols, Ni/N becomes Pi and by substituting for si we get the general formula for the entropy H or uncertainity of the symbols sequence:

useful links: Entropy page on the WWW

(PC 07-09-1999)

 |LEVEL 0| |HOMEPAGE|