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An Entropy Formulation Based on the Generalized Liouville Fractional Derivative.
- Source :
- Entropy; Jul2019, Vol. 21 Issue 7, p638-638, 1p
- Publication Year :
- 2019
-
Abstract
- This paper presents a new formula for the entropy of a distribution, that is conceived having in mind the Liouville fractional derivative. For illustrating the new concept, the proposed definition is applied to the Dow Jones Industrial Average. Moreover, the Jensen-Shannon divergence is also generalized and its variation with the fractional order is tested for the time series. [ABSTRACT FROM AUTHOR]
- Subjects :
- DOW Jones industrial average
ENTROPY
MAXIMUM entropy method
TIME series analysis
Subjects
Details
- Language :
- English
- ISSN :
- 10994300
- Volume :
- 21
- Issue :
- 7
- Database :
- Complementary Index
- Journal :
- Entropy
- Publication Type :
- Academic Journal
- Accession number :
- 137680999
- Full Text :
- https://doi.org/10.3390/e21070638