IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v508y2018icp131-140.html
   My bibliography  Save this article

Dispersive graded entropy on computing dynamical complexity

Author

Listed:
  • Mukherjee, Sayan
  • Banerjee, Santo
  • Rondoni, Lamberto

Abstract

We propose a phase space based statistical disorder to investigate the dynamical complexity of chaotic models. The statistical disorder is defined by introducing a grade function, inversely maps the mean dispersion of the trajectories in the phase space. We denote the associate entropy by the dispersive graded entropy (DGE). Numerical investigation shows that DGE can quantify the dynamical complexity of discrete as well as continuous chaotic systems. A comparative study is also made with the other phase space based entropy measures. Finally, the proposed measure has been applied on three types of heart rate variability (HRV) signals. The results support the clinical observations related to the dynamics of healthy and congestive hearts.

Suggested Citation

  • Mukherjee, Sayan & Banerjee, Santo & Rondoni, Lamberto, 2018. "Dispersive graded entropy on computing dynamical complexity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 131-140.
  • Handle: RePEc:eee:phsmap:v:508:y:2018:i:c:p:131-140
    DOI: 10.1016/j.physa.2018.05.006
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437118305429
    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.2018.05.006?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. Liu, Tiebing & Yao, Wenpo & Wu, Min & Shi, Zhaorong & Wang, Jun & Ning, Xinbao, 2017. "Multiscale permutation entropy analysis of electrocardiogram," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 492-498.
    2. Mukherjee, Sayan & Palit, Sanjay Kumar & Banerjee, Santo & Ariffin, M.R.K. & Rondoni, Lamberto & Bhattacharya, D.K., 2015. "Can complexity decrease in congestive heart failure?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 93-102.
    3. Chen, Shijian & Shang, Pengjian & Wu, Yue, 2018. "Weighted multiscale Rényi permutation entropy of nonlinear time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 496(C), pages 548-570.
    4. Chrisment, Antoine M. & Firpo, Marie-Christine, 2016. "Entropy–complexity analysis in some globally-coupled systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 460(C), pages 162-173.
    5. Chi-Sang Poon & Christopher K. Merrill, 1997. "Decrease of cardiac chaos in congestive heart failure," Nature, Nature, vol. 389(6650), pages 492-495, October.
    6. Plamen Ch. Ivanov & Luís A. Nunes Amaral & Ary L. Goldberger & Shlomo Havlin & Michael G. Rosenblum & Zbigniew R. Struzik & H. Eugene Stanley, 1999. "Multifractality in human heartbeat dynamics," Nature, Nature, vol. 399(6735), pages 461-465, June.
    7. Pham, Tuan D. & Yan, Hong, 2018. "Spatial-dependence recurrence sample entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 581-590.
    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. Palit, Sanjay K. & Mukherjee, Sayan, 2021. "A study on dynamics and multiscale complexity of a neuro system," Chaos, Solitons & Fractals, Elsevier, vol. 145(C).
    2. Yan, Bo & Palit, Sanjay K. & Mukherjee, Sayan & Banerjee, Santo, 2019. "Signature of complexity in time–frequency domain," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    3. Das, Parthasakha & Das, Pritha & Mukherjee, Sayan, 2020. "Stochastic dynamics of Michaelis–Menten kinetics based tumor-immune interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).

    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.
    1. Yan, Bo & Palit, Sanjay K. & Mukherjee, Sayan & Banerjee, Santo, 2019. "Signature of complexity in time–frequency domain," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    2. Sviridova, Nina & Sakai, Kenshi, 2015. "Human photoplethysmogram: new insight into chaotic characteristics," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 53-63.
    3. Vitanov, Nikolay K. & Sakai, Kenshi & Dimitrova, Zlatinka I., 2008. "SSA, PCA, TDPSC, ACFA: Useful combination of methods for analysis of short and nonstationary time series," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 187-202.
    4. Zhang, Yin & Li, Jin & Wang, Jun, 2017. "Exploring stability of entropy analysis for signal with different trends," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 60-67.
    5. Yao, Wenpo & Yao, Wenli & Wang, Jun, 2021. "A novel parameter for nonequilibrium analysis in reconstructed state spaces," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
    6. Wu, Yue & Shang, Pengjian & Chen, Shijian, 2019. "Modified multifractal large deviation spectrum based on CID for financial market system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1331-1342.
    7. Jovanovic, Tijana & Mejía, Alfonso & Gall, Heather & Gironás, Jorge, 2016. "Effect of urbanization on the long-term persistence of streamflow records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 208-221.
    8. Liu, Hongzhi & Zhang, Xie & Hu, Huaqing & Zhang, Xingchen, 2022. "Exploring the impact of flow values on multiscale complexity quantification of airport flight flow fluctuations," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
    9. Han, Yun-Feng & Jin, Ning-De & Zhai, Lu-Sheng & Ren, Ying-Yu & He, Yuan-Sheng, 2019. "An investigation of oil–water two-phase flow instability using multivariate multi-scale weighted permutation entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 131-144.
    10. Rodriguez, Eduardo & Echeverria, Juan C. & Alvarez-Ramirez, Jose, 2009. "Fractality in electrocardiographic waveforms for healthy subjects and patients with ventricular fibrillation," Chaos, Solitons & Fractals, Elsevier, vol. 39(3), pages 1046-1054.
    11. Rodriguez, Eduardo & Echeverria, Juan C. & Alvarez-Ramirez, Jose, 2007. "Detrended fluctuation analysis of heart intrabeat dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 429-438.
    12. Lei, Min & Meng, Guang & Feng, Zhengjin, 2006. "Security analysis of chaotic communication systems based on Volterra–Wiener–Korenberg model," Chaos, Solitons & Fractals, Elsevier, vol. 28(1), pages 264-270.
    13. Xue Pan & Lei Hou & Mutua Stephen & Huijie Yang & Chenping Zhu, 2014. "Evaluation of Scaling Invariance Embedded in Short Time Series," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-27, December.
    14. Nagarajan, Radhakrishnan & Kavasseri, Rajesh G., 2005. "Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 354(C), pages 182-198.
    15. Amaral, L.A.N. & Gopikrishnan, P. & Plerou, V. & Stanley, H.E., 2001. "A model for the growth dynamics of economic organizations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 127-136.
    16. Liao, Fuyuan & O’Brien, William D. & Jan, Yih-Kuen, 2013. "Assessing complexity of skin blood flow oscillations in response to locally applied heating and pressure in rats: Implications for pressure ulcer risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(20), pages 4905-4915.
    17. Natiq, Hayder & Banerjee, Santo & He, Shaobo & Said, M.R.M. & Kilicman, Adem, 2018. "Designing an M-dimensional nonlinear model for producing hyperchaos," Chaos, Solitons & Fractals, Elsevier, vol. 114(C), pages 506-515.
    18. Mirzayof, Dror & Ashkenazy, Yosef, 2010. "Preservation of long range temporal correlations under extreme random dilution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5573-5580.
    19. Makowiec, Danuta & Dudkowska, Aleksandra & Gała̧ska, Rafał & Rynkiewicz, Andrzej, 2009. "Multifractal estimates of monofractality in RR-heart series in power spectrum ranges," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(17), pages 3486-3502.
    20. Zhou, Wei-Xing, 2012. "Finite-size effect and the components of multifractality in financial volatility," Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 147-155.

    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:508:y:2018:i:c:p:131-140. 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.