Refined Composite Multiscale Permutation Entropy to Overcome Multiscale Permutation Entropy Length Dependence

Anne Humeau-Heurtier, Chiu Wen Wu, Shuen-De Wu

研究成果: 雜誌貢獻期刊論文同行評審

37 引文 斯高帕斯(Scopus)

摘要

Multiscale permutation entropy (MPE) has recently been proposed to evaluate complexity of time series. MPE has numerous advantages over other multiscale complexity measures, such as its simplicity, robustness to noise and its low computational cost. However, MPE may loose statistical reliability as the scale factor increases, because the coarse-graining procedure used in the MPE algorithm reduces the length of the time series as the scale factor grows. To overcome this drawback, we introduce the refined composite MPE (RCMPE). Through applications on both synthetic and real data, we show that RCMPE is much less dependent on the signal length than MPE. In this sense, RCMPE is more reliable than MPE. RCMPE could therefore replace MPE for short times series or at large scale factors.

原文英語
文章編號7279095
頁(從 - 到)2364-2367
頁數4
期刊IEEE Signal Processing Letters
22
發行號12
DOIs
出版狀態已發佈 - 2015 十二月

ASJC Scopus subject areas

  • 訊號處理
  • 電氣與電子工程
  • 應用數學

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