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Unequal-step multiscale integrated mapping dispersion Lempel-Ziv complexity: A novel complexity metric for signal analysis

Author

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  • Li, Yuxing
  • Wu, Junxian
  • Yi, Yingmin
  • Gu, Yunpeng

Abstract

Dispersion Lempel-Ziv complexity (DLZC), as a more effective complexity metric proposed in recent years, can effectively quantify the dynamic change of signal. However, DLZC still has shortcomings of insufficient applicability and lack of scale information. To surmount these drawbacks, we fully utilize the advantages of multiple mapping methods and integrate these mapping methods into DLZC, thus the integrated mapping DLZC (IMDLZC) is proposed, which has higher separability and applicability. Moreover, we developed a coarse-grained method called unequal step multi scale analysis, which solves the problem that the defects of subsequences decrease sharply with the increase of scale in existing coarse-grained methods. Then a new complexity metric for signal analysis called unequal-step multiscale IMDLZC (UM-IMDLZC) is proposed by coupling unequal-step multiscale analysis and IMDLZC. The experimental results of three kinds of synthetic signals show that UM-IMDLZC is more sensitive to the dynamic changes of signals and has the more excellent robustness; moreover, compared with other four complexity metrics, the proposed UM-IMDLZC has the best classification effect for different types of realistic signals.

Suggested Citation

  • Li, Yuxing & Wu, Junxian & Yi, Yingmin & Gu, Yunpeng, 2023. "Unequal-step multiscale integrated mapping dispersion Lempel-Ziv complexity: A novel complexity metric for signal analysis," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
  • Handle: RePEc:eee:chsofr:v:175:y:2023:i:p1:s0960077923008469
    DOI: 10.1016/j.chaos.2023.113945
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    References listed on IDEAS

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    1. Mao, Xuegeng & Shang, Pengjian & Xu, Meng & Peng, Chung-Kang, 2020. "Measuring time series based on multiscale dispersion Lempel–Ziv complexity and dispersion entropy plane," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    2. Wang, Zhuo & Shang, Pengjian, 2021. "Generalized entropy plane based on multiscale weighted multivariate dispersion entropy for financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
    3. Li, Yuxing & Geng, Bo & Jiao, Shangbin, 2022. "Dispersion entropy-based Lempel-Ziv complexity: A new metric for signal analysis," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
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