We introduce derangetropy, which is a novel functional measure designed to characterize the dynamics of information within probability distributions. Unlike scalar measures such as Shannon entropy, derangetropy offers a functional representation that captures the dispersion of information across the entire support of a distribution. By incorporating self-referential and periodic properties, it provides insights into information dynamics governed by differential equations and equilibrium states.
View Article and Find Full Text PDFWe propose a novel transformation called Lehmer transform and establish a theoretical framework used to compress and characterize large volumes of highly volatile time series data. The proposed method is a powerful data-driven approach for analyzing extreme events in non-stationary and highly oscillatory stochastic processes like biological signals. The proposed Lehmer transform decomposes the information contained in a function of the data sample into a domain of some statistical moments.
View Article and Find Full Text PDF