Reshape scale method: A novel multi scale entropic analysis approach

P. Zandiyeh and V. von Tscharner

Physica A: Statistical Mechanics and its Applications, 2013, vol. 392, issue 24, 6265-6272

Abstract: The Reshape Scale (RS) method was introduced in this article as a novel approach to perform multi scale transition of sample entropy. This method was able to quantify the orderliness in the signal by determining the distance over which the subsequent data points can remain affiliated to one another. Entropic Half Life (EnHL) was introduced to characterize such an affiliation. The method was tested for 1/fα processes for different α values. Furthermore, the dependency of the multi scale entropy analysis developed by Costa et al. (2002) [6] to the probability density function and the standard deviation of autoregressive signals was studied and discussed.

Keywords: Autoregressive random signals; Entropic Half Life; Multi scale entropy analysis; Reshape scale method; 1/fα process (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437113007528
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

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:392:y:2013:i:24:p:6265-6272

DOI: 10.1016/j.physa.2013.08.023

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().