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Evaluation of Systems’ Irregularity and Complexity: Sample Entropy, Its Derivatives, and Their Applications across Scales and Disciplines

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ISBN: 9783038973324 9783038973331 Year: Pages: 264 DOI: 10.3390/books978-3-03897-333-1 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: General and Civil Engineering
Added to DOAB on : 2018-12-10 11:20:37
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ca. 200 words; this text will present the book in all promotional forms (e.g. flyers). Please describe the book in straightforward and consumer-friendly terms.[enter Summary/Description]Based on information theory, a number of entropy measures have been proposed since the 1990s to assess systems’ irregularity, such as approximate entropy, sample entropy, permutation entropy, intrinsic mode entropy, and dispersion entropy, to cite only a few. Among them, sample entropy has been used in a very large variety of disciplines for both univariate and multivariate data. However, improvements to the sample entropy algorithm are still being proposed because sample entropy is unstable for short time series, may be sensitive to parameter values, and can be too time-consuming for long data. At the same time, it is worth noting that sample entropy does not take into account the multiple temporal scales inherent in complex systems. It is maximized for completely random processes and is used only to quantify the irregularity of signals on a single scale. This is why analyses of irregularity—with sample entropy or its derivatives—at multiple time scales have been proposed to assess systems’ complexity. This Book presents contributions related to new and original research based on the use of sample entropy or its derivatives.

Fuzzy Mathematics

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ISBN: 9783038973225 9783038973232 Year: Pages: 286 DOI: 10.3390/books978-3-03897-323-2 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Physics (General) --- Mathematics
Added to DOAB on : 2018-11-28 11:26:53
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This book provides a timely overview of topics in fuzzy mathematics. It lays the foundation for further research and applications in a broad range of areas. It contains break-through analysis on how results from the many variations and extensions of fuzzy set theory can be obtained from known results of traditional fuzzy set theory. The book contains not only theoretical results, but a wide range of applications in areas such as decision analysis, optimal allocation in possibilistics and mixed models, pattern classification, credibility measures, algorithms for modeling uncertain data, and numerical methods for solving fuzzy linear systems.The book offers an excellent reference for advanced undergraduate and graduate students in applied and theoretical fuzzy mathematics. Researchers and referees in fuzzy set theory will find the book to be of extreme value.

Innovations in Insurance, Risk- and Asset Management:Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference Innovations in Insurance, Risk- and Asset Management

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ISBN: 9789813272569 Year: DOI: 10.1142/11051 Language: ENG
Publisher: World Scientific Publishing Co.
Added to DOAB on : 2019-01-23 02:22:36
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This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conference held at the Technical University of Munich in 2017.The topics covered include the mathematics of extreme risks, systemic risk, model uncertainty, interest rate and hybrid models, alternative investments, dynamic investment strategies, quantitative risk management, asset liability management, liability driven investments, and behavioral finance.This timely selection of topics is highly relevant for the financial industry and addresses current issues both from an academic as well as from a practitioner's point of view.

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