Control entropy: a complexity measure for nonstationary signals (Q1008812): Difference between revisions

A new entropy statistic, Control Entropy (CE), designed to assess the behavior of real systems under the condition of nonstationarity is introduced. Mainly, the control entropy is intended to assess the behavior of slowly varying parameters of real systems. Based on correlation entropy, the method uses symbolic dynamics and analysis of increments to achieve sufficient recurrence in a short time series to enable entropy measurements on small data sets. Entropy is analyzed along a moving window of a time series, the entropy statistic tracking the behavior of slow variables of the data series. The technique is applied to several physiological time series to illustrate its utility in characterizing the constraints on a physiological time series. It is suggested that changes in the entropy of measured physiological signal during dynamic exercise will indicate changes in underlying constraints of the system of interest. This is compelling because CE may serve as a non-invasive, objective means of determining physiological stress under non-steady conditions such as competition or acute clinical pathologies. Thus, CE could serve as a valuable tool for dynamically monitoring health status in a wide range of nonstationary systems.