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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Bibliographic Details
Main Author: Machado, J. A. Tenreiro (author)
Format: article
Language:eng
Published: 2015
Subjects:
Online Access:http://hdl.handle.net/10400.22/6926
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/6926
Description
Summary: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.