Range entropy: A bridge between signal complexity and self-similarity

Amir Omidvarnia, Mostefa Mesbah, Mangor Pedersen, Graeme Jackson

Research output: Contribution to journalArticle

Abstract

Approximate entropy (ApEn) and sample entropy (SampEn) are widely used for temporal complexity analysis of real-world phenomena. However, their relationship with the Hurst exponent as a measure of self-similarity is not widely studied. Additionally, ApEn and SampEn are susceptible to signal amplitude changes. A common practice for addressing this issue is to correct their input signal amplitude by its standard deviation. In this study, we first show, using simulations, that ApEn and SampEn are related to the Hurst exponent in their tolerance r and embedding dimension m parameters. We then propose a modification to ApEn and SampEn called range entropy or RangeEn. We show that RangeEn is more robust to nonstationary signal changes, and it has a more linear relationship with the Hurst exponent, compared to ApEn and SampEn. RangeEn is bounded in the tolerance r-plane between 0 (maximum entropy) and 1 (minimum entropy) and it has no need for signal amplitude correction. Finally, we demonstrate the clinical usefulness of signal entropy measures for characterisation of epileptic EEG data as a real-world example.

Original languageEnglish
Article number962
JournalEntropy
Volume20
Issue number12
DOIs
Publication statusPublished - Dec 1 2018

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entropy
exponents
electroencephalography
embedding
standard deviation

Keywords

  • Approximate entropy
  • Complexity
  • Hurst exponent
  • Range entropy
  • Sample entropy
  • Self-similarity

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Range entropy : A bridge between signal complexity and self-similarity. / Omidvarnia, Amir; Mesbah, Mostefa; Pedersen, Mangor; Jackson, Graeme.

In: Entropy, Vol. 20, No. 12, 962, 01.12.2018.

Research output: Contribution to journalArticle

Omidvarnia, Amir ; Mesbah, Mostefa ; Pedersen, Mangor ; Jackson, Graeme. / Range entropy : A bridge between signal complexity and self-similarity. In: Entropy. 2018 ; Vol. 20, No. 12.
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