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Fractional Rényi entropy

  • J. A. Tenreiro Machado
  • António M. LopesEmail author
Regular Article
  • 16 Downloads
Part of the following topical collections:
  1. Focus Point on Fractional Differential Equations in Physics: Recent Advantages and Future Direction

Abstract.

This paper proposes two novel expressions for the Rényi entropy inspired in the concepts of fractional calculus. The new formulations are applied to the Bernoulli distribution, the Dow Jones Industrial Average time series and data from researcher citation profiles. The results are compared with those provided by other fractional entropies. The tuning by means of the fractional order allows a superior sensitivity of the entropy to the characteristics exhibited by each distinct type of data. Indeed, the additional freedom provided by the two parameters of the new Rényi formulations is useful when characterizing assertively real world data representative of complex systems.

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Copyright information

© Società Italiana di Fisica / Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Institute of Engineering, Polytechnic of PortoPortoPortugal
  2. 2.UISPA - LAETA/INEGI, Faculty of EngineeringUniversity of PortoPortoPortugal

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