An Entropy Formulation Based on the Generalized Liouville Fractional Derivative
Keyword(s):
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.
2017 ◽
Vol 22
(4)
◽
pp. 503-513
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2015 ◽
Vol 8
(1)
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pp. 55-63
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