Fractional Order Generalized Information

This paper formulates a novel expression for entropy inspired in the properties of Fractional Calculus. The characteristics of the generalized fractional entropy are tested both in standard probability distributions and real world data series. The results reveal that tuning the fractional order allo...

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Detalhes bibliográficos
Autor principal: Machado, J. A. Tenreiro (author)
Formato: article
Idioma:eng
Publicado em: 2015
Assuntos:
Texto completo:http://hdl.handle.net/10400.22/6926
País:Portugal
Oai:oai:recipp.ipp.pt:10400.22/6926
Descrição
Resumo:This paper formulates a novel expression for entropy inspired in the properties of Fractional Calculus. The characteristics of the generalized fractional entropy are tested both in standard probability distributions and real world data series. The results reveal that tuning the fractional order allow an high sensitivity to the signal evolution, which is useful in describing the dynamics of complex systems. The concepts are also extended to relative distances and tested with several sets of data, confirming the goodness of the generalization.