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Revisiting sample entropy analysis

Author

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  • Govindan, R.B.
  • Wilson, J.D.
  • Eswaran, H.
  • Lowery, C.L.
  • Preißl, H.

Abstract

We modify the definition of sample entropy (SaEn) by incorporating a time delay between the components of the block (from which the densities are estimated) and show that the modified method characterizes the complexity of the system better than the original version. We apply the modified SaEn to the standard deterministic systems and stochastic processes (uncorrelated and long range correlated (LRC) processes) and show that the underlying complexity of the system is better quantified by the modified method. We extend this analysis to the RR intervals of the normal and congestive heart failure (CHF) subjects (available via www.physionet.org) and show that there is a good degree of separation between the two groups.

Suggested Citation

  • Govindan, R.B. & Wilson, J.D. & Eswaran, H. & Lowery, C.L. & Preißl, H., 2007. "Revisiting sample entropy analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 158-164.
    • Handle: RePEc:eee:phsmap:v:376:y:2007:i:c:p:158-164
    DOI: 10.1016/j.physa.2006.10.077
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    References listed on IDEAS

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    1. Nagarajan, Radhakrishnan, 2006. "Surrogate testing of linear feedback processes with non-Gaussian innovations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 530-538.
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    Cited by:

    1. Hill, Arthur V. & Zhang, Weiyong & Burch, Gerald F., 2015. "Forecasting the forecastability quotient for inventory management," International Journal of Forecasting, Elsevier, vol. 31(3), pages 651-663.
    2. Alves Xavier, Sílvio Fernando & Xavier, Érika Fialho Morais & Jale, Jader Silva & Stosic, Tatijana & Santos, Carlos Antonio Costa dos, 2021. "Multiscale entropy analysis of monthly rainfall time series in Paraíba, Brazil," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
    3. Wu, Shuen-De & Wu, Chiu-Wen & Lee, Kung-Yen & Lin, Shiou-Gwo, 2013. "Modified multiscale entropy for short-term time series analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5865-5873.
    4. Kirchner, M. & Schubert, P. & Schmidtbleicher, D. & Haas, C.T., 2012. "Evaluation of the temporal structure of postural sway fluctuations based on a comprehensive set of analysis tools," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4692-4703.

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