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Article Dans Une Revue Physica A: Statistical Mechanics and its Applications Année : 2016

Refined scale-dependent permutation entropy to analyze systems complexity

Shuen-De Wu
  • Fonction : Auteur
Chiu-Wen Wu
  • Fonction : Auteur

Résumé

Multiscale entropy (MSE) has become a prevailing method to quantify the complexity of systems. Unfortunately, MSE has a temporal complexity in O(N2)O(N2), which is unrealistic for long time series. Moreover, MSE relies on the sample entropy computation which is length-dependent and which leads to large variance and possible undefined entropy values for short time series. Here, we propose and introduce a new multiscale complexity measure, the refined scale-dependent permutation entropy (RSDPE). Through the processing of different kinds of synthetic data and real signals, we show that RSDPE has a behavior close to the one of MSE. Furthermore, RSDPE has a temporal complexity in O(N)O(N). Finally, RSDPE has the advantage of being much less length-dependent than MSE. From all this, we conclude that RSDPE over-performs MSE in terms of computational cost and computational accuracy.
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Dates et versions

hal-01388775 , version 1 (27-10-2016)

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Shuen-De Wu, Chiu-Wen Wu, Anne Humeau-Heurtier. Refined scale-dependent permutation entropy to analyze systems complexity. Physica A: Statistical Mechanics and its Applications, 2016, 450, pp.454-461. ⟨10.1016/j.physa.2016.01.044⟩. ⟨hal-01388775⟩
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