Approximate entropy

In statistics, an approximate entropy (ApEn) is a technique used to quantify the amount of regularity and the unpredictability of fluctuations over time-series data.

For example, there are two series of data:

Moment statistics, such as mean and variance, will not distinguish between these two series. Nor will rank order statistics distinguish between these series. Yet series 1 is "perfectly regular"; knowing one term has the value of 20 enables one to predict with certainty that the next term will have the value of 10. Series 2 is randomly valued; knowing one term has the value of 20 gives no insight into what value the next term will have.