Control entropy: A complexity measure for nonstationary signals

We propose an entropy statistic designed to assess the behavior of slowly varying parameters of real systems. Based on correlation entropy, the method uses symbol dynamics and analysis of increments to achieve sufficient recurrence in a short time series to enable entropy measurements on small data...

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Main Authors: Erik M. Bollt, Joseph D. Skufca, Stephen J . McGregor
Format: Article
Language:English
Published: AIMS Press 2008-11-01
Series:Mathematical Biosciences and Engineering
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/mbe.2009.6.1
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author Erik M. Bollt
Joseph D. Skufca
Stephen J . McGregor
author_facet Erik M. Bollt
Joseph D. Skufca
Stephen J . McGregor
author_sort Erik M. Bollt
collection DOAJ
description We propose an entropy statistic designed to assess the behavior of slowly varying parameters of real systems. Based on correlation entropy, the method uses symbol dynamics and analysis of increments to achieve sufficient recurrence in a short time series to enable entropy measurements on small data sets. We analyze entropy along a moving window of a time series, the entropy statistic tracking the behavior of slow variables of the data series. We employ the technique against several physiological time series to illustrate its utility in characterizing the constraints on a physiological time series. We propose that changes in the entropy of measured physiological signal (e.g. power output) during dynamic exercise will indicate changes in underlying constraint of the system of interest. This is compelling because CE may serve as a non-invasive, objective means of determining physiological stress under non-steady state conditions such as competition or acute clinical pathologies. If so, CE could serve as a valuable tool for dynamically monitoring health status in a wide range of non-stationary systems.
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spelling doaj-art-89fa108bee5d43048f0b21d4183ba0592025-01-24T01:58:53ZengAIMS PressMathematical Biosciences and Engineering1551-00182008-11-016112510.3934/mbe.2009.6.1Control entropy: A complexity measure for nonstationary signalsErik M. Bollt0Joseph D. Skufca1Stephen J . McGregor2Clarkson University, P.O. Box 5815, Potsdam, NY 13699-5815Clarkson University, P.O. Box 5815, Potsdam, NY 13699-5815Clarkson University, P.O. Box 5815, Potsdam, NY 13699-5815We propose an entropy statistic designed to assess the behavior of slowly varying parameters of real systems. Based on correlation entropy, the method uses symbol dynamics and analysis of increments to achieve sufficient recurrence in a short time series to enable entropy measurements on small data sets. We analyze entropy along a moving window of a time series, the entropy statistic tracking the behavior of slow variables of the data series. We employ the technique against several physiological time series to illustrate its utility in characterizing the constraints on a physiological time series. We propose that changes in the entropy of measured physiological signal (e.g. power output) during dynamic exercise will indicate changes in underlying constraint of the system of interest. This is compelling because CE may serve as a non-invasive, objective means of determining physiological stress under non-steady state conditions such as competition or acute clinical pathologies. If so, CE could serve as a valuable tool for dynamically monitoring health status in a wide range of non-stationary systems.https://www.aimspress.com/article/doi/10.3934/mbe.2009.6.1entropysignal analysisphysiology
spellingShingle Erik M. Bollt
Joseph D. Skufca
Stephen J . McGregor
Control entropy: A complexity measure for nonstationary signals
Mathematical Biosciences and Engineering
entropy
signal analysis
physiology
title Control entropy: A complexity measure for nonstationary signals
title_full Control entropy: A complexity measure for nonstationary signals
title_fullStr Control entropy: A complexity measure for nonstationary signals
title_full_unstemmed Control entropy: A complexity measure for nonstationary signals
title_short Control entropy: A complexity measure for nonstationary signals
title_sort control entropy a complexity measure for nonstationary signals
topic entropy
signal analysis
physiology
url https://www.aimspress.com/article/doi/10.3934/mbe.2009.6.1
work_keys_str_mv AT erikmbollt controlentropyacomplexitymeasurefornonstationarysignals
AT josephdskufca controlentropyacomplexitymeasurefornonstationarysignals
AT stephenjmcgregor controlentropyacomplexitymeasurefornonstationarysignals