Scale-dependent intrinsic entropies of complex time series

Multi-scale entropy (MSE) was developed as a measure of complexity for complex time series, and it has been applied widely in recent years. The MSE algorithm is based on the assumption that biological systems possess the ability to adapt and function in an ever-changing environment, and these system...

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Bibliographic Details
Published in:Philosophical transactions of the Royal Society of London. Series A: Mathematical, physical, and engineering sciences physical, and engineering sciences, 2016-04, Vol.374 (2065), p.20150204-20150204
Main Authors: Yeh, Jia-Rong, Peng, Chung-Kang, Huang, Norden E.
Format: Article
Language:English
Subjects:
Adult
Aged
Algorithms
Complexity
Detrending
Electrocardiography
Empirical Mode Decomposition
Entropy
Fractal Property
Fractals
Heart Failure - physiopathology
Heart Rate - physiology
Humans
Middle Aged
Multi-Scale Entropy
Signal Processing, Computer-Assisted
Time Factors
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Summary:Multi-scale entropy (MSE) was developed as a measure of complexity for complex time series, and it has been applied widely in recent years. The MSE algorithm is based on the assumption that biological systems possess the ability to adapt and function in an ever-changing environment, and these systems need to operate across multiple temporal and spatial scales, such that their complexity is also multi-scale and hierarchical. Here, we present a systematic approach to apply the empirical mode decomposition algorithm, which can detrend time series on various time scales, prior to analysing a signal's complexity by measuring the irregularity of its dynamics on multiple time scales. Simulated time series of fractal Gaussian noise and human heartbeat time series were used to study the performance of this new approach. We show that our method can successfully quantify the fractal properties of the simulated time series and can accurately distinguish modulations in human heartbeat time series in health and disease.
ISSN:1364-503X
1471-2962
DOI:10.1098/rsta.2015.0204