sample entropy wavelet entropy r nyi entropy higher order methods marginal predictability dynamical similarity index state space dissimilarity measures lyapunov exponent permutation methods local flow '''other univariate measures''' algorithmic complexity kolmogorov complexity estimates hidden markov model states rough path signature surrogate time series surrogate correction loss recurrence degree non stationarity '''bivariate linear measures''' maximum linear cross correlation linear coherence signal processing '''bivariate non linear measures''' non linear interdependence dynamical entrainment physics measures phase synchronization measures phase locking '''similarity measures''' cross correlation dynamic time warping ref name sakoe hidden markov models edit distance total correlation newey west estimator prais winsten transformation data vectors
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