Time series analysis using composite multiscale entropy

Shuen De Wu, Chiu Wen Wu, Shiou Gwo Lin, Chun Chieh Wang, Kung Yen Lee

研究成果: 雜誌貢獻文章

140 引文 斯高帕斯(Scopus)

摘要

Multiscale entropy (MSE) was recently developed to evaluate the complexity of time series over different time scales. Although the MSE algorithm has been successfully applied in a number of different fields, it encounters a problem in that the statistical reliability of the sample entropy (SampEn) of a coarse-grained series is reduced as a time scale factor is increased. Therefore, in this paper, the concept of a composite multiscale entropy (CMSE) is introduced to overcome this difficulty. Simulation results on both white noise and 1/f noise show that the CMSE provides higher entropy reliablity than the MSE approach for large time scale factors. On real data analysis, both the MSE and CMSE are applied to extract features from fault bearing vibration signals. Experimental results demonstrate that the proposed CMSE-based feature extractor provides higher separability than the MSE-based feature extractor.

原文英語
頁(從 - 到)1069-1084
頁數16
期刊Entropy
15
發行號3
DOIs
出版狀態已發佈 - 2013 三月

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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    Wu, S. D., Wu, C. W., Lin, S. G., Wang, C. C., & Lee, K. Y. (2013). Time series analysis using composite multiscale entropy. Entropy, 15(3), 1069-1084. https://doi.org/10.3390/e15031069