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Physica A Statistical Mechanics and its Applications
Article . 2019 . Peer-reviewed
License: Elsevier TDM
Data sources: Crossref
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Multi-scale entropy analysis and Hurst exponent

Authors: Mollaei, Saeid; Darooneh, Amir Hossein; Karimi, Somaye;

Multi-scale entropy analysis and Hurst exponent

Abstract

Abstract Several methods exist for measuring the complexity in a system through analysis of its associated time series. Multi-scale entropy appears as a successful method on this matter. It has been applied in many disciplines with great achievements. For example by analysis of the bio-signals, we are able to diagnose various diseases. However, in most versions for the multi-scale entropy the examined time series is analyzed qualitatively. In this study, we try to present a quantitative picture for the multi-scale entropy analysis. Particularly, we focus on finding relation between the result of the multi-scale analysis and the Hurst exponent which quantifies the persistence in time series. For this purpose, the fractional Gaussian noise time series with different Hurst exponents are analyzed by the multi-scale entropy method and the results are fitted to a decreasing q -exponential function. We observe remarkable relation between the function parameters and Hurst exponent. This function can simulate the result of analysis for the white noise to the 1 ∕ f noise.

Country
Canada
Related Organizations
Keywords

Hurst exponent, multi-scale entropy, fractional Gaussian noise, 518

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
15
Top 10%
Average
Top 10%
Green
hybrid