Measuring time series regularity using nonlinear similarity-based sample entropy

DOI10.1016/J.PHYSLETA.2008.10.049MaRDI QIDQ646994zbMATH OpenOpenAlexFDO

Authors Hong-Bo Xie, Wei-Xing He, Hui Liu

Publication date 30 November 2011

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physleta.2008.10.049

zbMATH Keywords

time seriesregularitysample entropySigmoid functionchaos system

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Measures of information, entropy (94A17) Time series analysis of dynamical systems (37M10) General theory of infinite-dimensional dissipative dynamical systems, nonlinear semigroups, evolution equations (37L05)

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Cites work

• scientific article; zbMATH DE number 1392848 (Why is no real title available?)
• An equation for continuous chaos
• Approximate entropy as a measure of system complexity.
• Nonlinear Time Series Analysis

Cited in

(14)

• Measuring system regularity using fuzzy similarity-based approximate entropy
• Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets
• Analysis of complex time series using refined composite multiscale entropy
• A fast algorithm for computing sample entropy
• EMD-based analysis of complexity with dissociated EEG amplitude and frequency information: a data-driven robust tool -- for autism diagnosis -- compared to multi-scale entropy approach
• A state recognition of system dynamics based on moving sample entropy and their applications
• Using the modified sample entropy to detect determinism
• Influence of noise on the sample entropy algorithm
• Detecting nonlinearity in short and noisy time series using the permutation entropy
• Approximate entropy profile: a novel approach to comprehend irregularity of short-term HRV signal
• Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation
• The effect of time delay on approximate \& sample entropy calculations
• Permuted sample entropy
• A new similarity index for nonlinear signal analysis based on local extrema patterns

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