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Article Dans Une Revue Entropy Année : 2022

On the Genuine Relevance of the Data-Driven Signal Decomposition-Based Multiscale Permutation Entropy

Résumé

Ordinal pattern-based approaches have great potential to capture intrinsic structures of dynamical systems, and therefore, they continue to be developed in various research fields. Among these, the permutation entropy (PE), defined as the Shannon entropy of ordinal probabilities, is an attractive time series complexity measure. Several multiscale variants (MPE) have been proposed in order to bring out hidden structures at different time scales. Multiscaling is achieved by combining linear or nonlinear preprocessing with PE calculation. However, the impact of such a preprocessing on the PE values is not fully characterized. In a previous study, we have theoretically decoupled the contribution of specific signal models to the PE values from that induced by the inner correlations of linear preprocessing filters. A variety of linear filters such as the autoregressive moving average (ARMA), Butterworth, and Chebyshev were tested. The current work is an extension to nonlinear preprocessing and especially to data-driven signal decomposition-based MPE. The empirical mode decomposition, variational mode decomposition, singular spectrum analysis-based decomposition and empirical wavelet transform are considered. We identify possible pitfalls in the interpretation of PE values induced by these nonlinear preprocessing, and hence, we contribute to improving the PE interpretation. The simulated dataset of representative processes such as white Gaussian noise, fractional Gaussian processes, ARMA models and synthetic sEMG signals as well as real-life sEMG signals are tested.

Dates et versions

hal-04660839 , version 1 (24-07-2024)

Identifiants

Citer

Meryem Jabloun, Philippe Ravier, Olivier Buttelli. On the Genuine Relevance of the Data-Driven Signal Decomposition-Based Multiscale Permutation Entropy. Entropy, 2022, 24 (10), pp.1343. ⟨10.3390/e24101343⟩. ⟨hal-04660839⟩
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