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Consistency in approximate entropy given by a volumetric estimate

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  • Santos, B.T.
  • Martins, R.A.
  • Natali, J.E.S.
  • Rodrigues, V.H.
  • Marques, F.S.
  • Chauí-Berlinck, J.G.

Abstract

Non-linear methods for estimating variability in time-series are currently of widespread use. Among such methods are approximate entropy (ApEn) and sample approximate entropy (SampEn). The applicability of ApEn and SampEn in analyzing data is evident and their use is increasing. However, consistency is a point of concern in these tools, i.e., the classification of the temporal organization of a data set might indicate a relative less ordered series in relation to another when the opposite is true. As highlighted by their proponents themselves, ApEn and SampEn might present incorrect results due to this lack of consistency. In this study, we present a method which gains consistency by using ApEn repeatedly in a wide range of combinations of window lengths and matching error tolerance. The tool is called volumetric approximate entropy, vApEn. We analyze nine artificially generated prototypical time-series with different degrees of temporal order (combinations of sine waves, logistic maps with different control parameter values, random noises). While ApEn/SampEn clearly fail to consistently identify the temporal order of the sequences, vApEn correctly do. In order to validate the tool we performed shuffled and surrogate data analysis. Statistical analysis confirmed the consistency of the method.

Suggested Citation

  • Santos, B.T. & Martins, R.A. & Natali, J.E.S. & Rodrigues, V.H. & Marques, F.S. & Chauí-Berlinck, J.G., 2009. "Consistency in approximate entropy given by a volumetric estimate," Chaos, Solitons & Fractals, Elsevier, vol. 42(1), pages 322-334.
    • Handle: RePEc:eee:chsofr:v:42:y:2009:i:1:p:322-334
    DOI: 10.1016/j.chaos.2008.12.002
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    1. Tsallis, Constantino, 2006. "Occupancy of phase space, extensivity of Sq, and q-generalized central limit theorem," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 365(1), pages 7-16.
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