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https://github.com/ixjlyons/entro-py

Time series entropy measures implemented with numpy
https://github.com/ixjlyons/entro-py

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Time series entropy measures implemented with numpy

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entro-py
========

entro-py computes entropy for time series analysis. Currently implemented
algorithms are FuzzyEn and SampEn, both of which are described/compared in
[Chen et al. 2009][ChenEtAl-2009]. Implementation has been "inspired" by and
tested against this [MATLAB code][matlab].

Dependencies
------------

* [numpy][numpy]

TODO
----

Items in order of importance

* Pass in arbitrary function for similarity measurement
* Pass 2D array and calculate entropy along a given axis

[ChenEtAl-2009]: http://dx.doi.org/10.1016/j.medengphy.2008.04.005
[matlab]: http://www.mathworks.com/matlabcentral/fileexchange/50289-a-set-of-entropy-measures-for-temporal-series--1d-signals-
[numpy]: http://www.numpy.org/