Entropy rate quantifies the predictability of a signal

202306161814
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Tags: entropy

entropy rate () quantifies the difficulty of predicting the next value of a signal after knowing all the previous ones

while entropy takes into account the relative frequency of values, and a signal 010101 and 01110101 would have the same entropy, they would have different entropy rate — the first signal has a lower entropy rate than B, because it is easier to predict.



References

Mediano2023