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Elsevier, Physics Letters A, 38(374), p. 3926-3931

DOI: 10.1016/j.physleta.2010.07.058

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Using the modified sample entropy to detect determinism

Journal article published in 2010 by Hong-Bo Xie, Jing-Yi Guo, Yong-Ping Zheng ORCID
This paper is available in a repository.
This paper is available in a repository.

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Abstract

A modified sample entropy (mSampEn), based on the nonlinear continuous and convex function, has been proposed and proven to be superior to the standard sample entropy (SampEn) in several aspects. In this Letter, we empirically investigate the ability of the mSampEn statistic combined with surrogate data method to detect determinism. The effects of the datasets length and noise on the proposed method to differentiate between deterministic and stochastic dynamics are tested on several benchmark time series. The noise performance of the mSampEn statistic is also compared with the singular value decomposition (SVD) and symplectic geometry spectrum (SGS) based methods. The results indicate that the mSampEn statistic is a robust index for detecting determinism in short and noisy time series. ; Department of Health Technology and Informatics