Analysis of complex time series using refined composite multiscale entropy

被引:357
作者
Wu, Shuen-De [1 ]
Wu, Chiu-Wen [1 ]
Lin, Shiou-Gwo [2 ]
Lee, Kung-Yen [3 ]
Peng, Chung-Kang [4 ,5 ]
机构
[1] Natl Taiwan Normal Univ, Dept Mechatron Technol, Taipei 10610, Taiwan
[2] Natl Taiwan Ocean Univ, Dept Commun Nav & Control Engn, Keelung 20224, Taiwan
[3] Natl Taiwan Univ, Dept Engn Sci & Ocean Engn, Taipei 10617, Taiwan
[4] Natl Cent Univ, Coll Hlth Sci & Technol, Chungli 32001, Taiwan
[5] Harvard Univ, Beth Israel Deaconess Med Ctr, Sch Med, Div Interdisciplinary Med & Biotechnol, Boston, MA 02215 USA
关键词
Multiscale entropy; Composite; APPROXIMATE ENTROPY; SAMPLE ENTROPY;
D O I
10.1016/j.physleta.2014.03.034
中图分类号
O4 [物理学];
学科分类号
070305 [高分子化学与物理];
摘要
Multiscale entropy (MSE) is an effective algorithm for measuring the complexity of a time series that has been applied in many fields successfully. However, MSE may yield an inaccurate estimation of entropy or induce undefined entropy because the coarse-graining procedure reduces the length of a time series considerably at large scales. Composite multiscale entropy (CMSE) was recently proposed to improve the accuracy of MSE, but it does not resolve undefined entropy. Here we propose a refined composite multiscale entropy (RCMSE) to improve CMSE. For short time series analyses, we demonstrate that RCMSE increases the accuracy of entropy estimation and reduces the probability of inducing undefined entropy. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码:1369 / 1374
页数:6
相关论文
共 16 条
[1]
Characterization of surface EMG signal based on fuzzy entropy [J].
Chen, Weiting ;
Wang, Zhizhong ;
Xie, Hongbo ;
Yu, Wangxin .
IEEE TRANSACTIONS ON NEURAL SYSTEMS AND REHABILITATION ENGINEERING, 2007, 15 (02) :266-272
[2]
Measuring complexity using FuzzyEn, ApEn, and SampEn [J].
Chen, Weiting ;
Zhuang, Jun ;
Yu, Wangxin ;
Wang, Zhizhong .
MEDICAL ENGINEERING & PHYSICS, 2009, 31 (01) :61-68
[3]
Multiscale entropy analysis of biological signals [J].
Costa, M ;
Goldberger, AL ;
Peng, CK .
PHYSICAL REVIEW E, 2005, 71 (02)
[4]
Multiscale entropy analysis of human gait dynamics [J].
Costa, M ;
Peng, CK ;
Goldberger, AL ;
Hausdorff, JM .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2003, 330 (1-2) :53-60
[5]
Multiscale entropy analysis of complex physiologic time series [J].
Costa, M ;
Goldberger, AL ;
Peng, CK .
PHYSICAL REVIEW LETTERS, 2002, 89 (06) :1-068102
[6]
Fusheng Y., 2001, APPROXIMATE ENTROPY
[7]
Motor shaft misalignment detection using multiscale entropy with wavelet denoising [J].
Lin, Jun-Lin ;
Liu, Julie Yu-Chih ;
Li, Chih-Wen ;
Tsai, Li-Feng ;
Chung, Hsin-Yi .
EXPERT SYSTEMS WITH APPLICATIONS, 2010, 37 (10) :7200-7204
[8]
Adaptive Computation of Multiscale Entropy and Its Application in EEG Signals for Monitoring Depth of Anesthesia During Surgery [J].
Liu, Quan ;
Wei, Qin ;
Fan, Shou-Zen ;
Lu, Cheng-Wei ;
Lin, Tzu-Yu ;
Abbod, Maysam F. ;
Shieh, Jiann-Shing .
ENTROPY, 2012, 14 (06) :978-992
[9]
ADAPTIVE DATA ANALYSIS OF COMPLEX FLUCTUATIONS IN PHYSIOLOGIC TIME SERIES [J].
Peng, C. -K. ;
Costa, Madalena ;
Goldberger, Ary L. .
ADVANCES IN DATA SCIENCE AND ADAPTIVE ANALYSIS, 2009, 1 (01) :61-70
[10]
APPROXIMATE ENTROPY AS A MEASURE OF SYSTEM-COMPLEXITY [J].
PINCUS, SM .
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1991, 88 (06) :2297-2301