Recurrence period density entropy

Recurrence period density entropy (RPDE) is a method, in the fields of dynamical systems, stochastic processes, and time series analysis, for determining the periodicity, or repetitiveness of a signal. == Overview == Recurrence period density entropy is useful for characterising the extent to which a time series repeats the same sequence, and is therefore similar to linear autocorrelation and time delayed mutual information, except that it measures repetitiveness in the phase space of the system, and is thus a more reliable measure based upon the dynamics of the underlying system that generated the signal.

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