Refined composite multivariate generalized multiscale fuzzy entropy: A tool for complexity analysis of multichannel signals

Hamed Azami and Javier Escudero

Physica A: Statistical Mechanics and its Applications, 2017, vol. 465, issue C, 261-276

Abstract: Multiscale entropy (MSE) is an appealing tool to characterize the complexity of time series over multiple temporal scales. Recent developments in the field have tried to extend the MSE technique in different ways. Building on these trends, we propose the so-called refined composite multivariate multiscale fuzzy entropy (RCmvMFE) whose coarse-graining step uses variance (RCmvMFEσ2) or mean (RCmvMFEμ). We investigate the behavior of these multivariate methods on multichannel white Gaussian and 1/f noise signals, and two publicly available biomedical recordings. Our simulations demonstrate that RCmvMFEσ2 and RCmvMFEμ lead to more stable results and are less sensitive to the signals’ length in comparison with the other existing multivariate multiscale entropy-based methods. The classification results also show that using both the variance and mean in the coarse-graining step offers complexity profiles with complementary information for biomedical signal analysis. We also made freely available all the Matlab codes used in this paper.

Keywords: Complexity; Multivariate generalized multiscale entropy; Statistical moments; Fuzzy entropy; Sample entropy; Biomedical signals (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437116305404
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:465:y:2017:i:c:p:261-276

DOI: 10.1016/j.physa.2016.07.077

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 ().