complexeva

Fast, low-memory complexity measures for 1D time series (EEG, MEG, physiology).

pip install complexeva  # Python 3.14+

import numpy
import complexeva

signal = numpy.random.randn(1000)   # one signal, shape (time,)
complexeva.hfd(signal)              # one float

batches

Pass every signal at once with time on the last axis; you get one value per signal, in the shape of the other axes. Each value is identical to calling the measure on that signal alone.

eeg = numpy.random.randn(64, 1000)              # (channels, time)
complexeva.hfd(eeg)                             # shape (64,)

study = numpy.random.randn(20, 64, 1000)        # (subjects, channels, time)
complexeva.sample_entropy(study)                # shape (20, 64)

recording = numpy.random.randn(1000, 64)        # time first? put time last
complexeva.dfa(recording.T)                     # shape (64,)

windows = numpy.lib.stride_tricks.sliding_window_view(signal, 200)[::10]  # (windows, 200), no copy
complexeva.permutation_entropy(windows)         # one value per window

Batches work for every measure except lyapunov_exponent, compression_complexity, the _hilbert variants and binary-string lempel_ziv, which take one signal. multiscale_entropy adds a last axis of scales, and hjorth returns a (mobility, complexity) pair of arrays. A non-finite sample raises an error naming its full index; a constant signal gives NaN in its place. NUMBA_NUM_THREADS limits the threads.

measures

	measure	input	paper
	sample entropy sample_entropy	(…, time)	Richman & Moorman 2000
	approximate entropy approximate_entropy	(…, time)	Pincus 1991
	correlation dimension correlation_dimension	(…, time)	Grassberger & Procaccia 1983
	detrended fluctuation analysis dfa	(…, time)	Peng 1994
	permutation entropy permutation_entropy	(…, time)	Bandt & Pompe 2002
	largest Lyapunov exponent lyapunov_exponent	1D	Rosenstein 1993
	multiscale entropy multiscale_entropy	(…, time)	Costa 2002 Wu 2013 (method="modified")
	Higuchi fractal dimension hfd, hfd_hilbert	(…, time)	Higuchi 1988 Varley 2020
	Hjorth mobility and complexity hjorth	(…, time)	Hjorth 1970
	compression complexity compression_complexity	1D	Cilibrasi & Vitányi 2005
	fuzzy entropy fuzzy_entropy	(…, time)	Chen 2007
	Katz fractal dimension katz_fd	(…, time)	Katz 1988
	Lempel–Ziv complexity lempel_ziv, lempel_ziv_hilbert	(…, time)	Kaspar & Schuster 1987 Schartner 2017
	spectral entropy spectral_entropy	(…, time)	Inouye 1991
	Petrosian fractal dimension petrosian_fd	(…, time)	Petrosian 1995
	SVD entropy svd_entropy	(…, time)	Roberts 1999

speed and memory vs other packages

Batches, against a loop of the best other package (NUMBA_NUM_THREADS sets the thread count):

validation

licence

MIT