IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v376y2007icp158-164.html
   My bibliography  Save this article

Revisiting sample entropy analysis

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437106011526
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2006.10.077?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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).
    2. 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.
    3. 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.
    4. 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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:376:y:2007:i:c:p:158-164. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.