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We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

In this paper, we developed a novel method of nonparametric relative entropy (RlEn) for modelling loss of complexity in intermittent time series. The method consists of two steps. We first fit a nonlinear autoregressive model to each…

Methodology · Statistics 2025-01-08 Jie Li , Jian Zhang , Samantha L. Winter , Mark Burnley

Quantifying the complexity and irregularity of time series data is a primary pursuit across various data-scientific disciplines. Sample entropy (SampEn) is a widely adopted metric for this purpose, but its reliability is sensitive to the…

Applications · Statistics 2024-05-13 Zachary Blanks , Donald E. Brown

Entropy is a classical measure to quantify the amount of information or complexity of a system. Various entropy-based measures such as functional and spectral entropies have been proposed in brain network analysis. However, they are less…

Neurons and Cognition · Quantitative Biology 2018-03-08 Hyekyoung Lee , Eunkyung Kim , Hyejin Kang , Youngmin Huh , Youngjo Lee , Seonhee Lim , Dong Soo Lee

Understanding the seizure initiation process and its propagation pattern(s) is a critical task in epilepsy research. Characteristics of the pre-seizure electroencephalograms (EEGs) such as oscillating powers and high-frequency activities…

Applications · Statistics 2009-01-27 Li Qin , Yuedong Wang

The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only…

Data Analysis, Statistics and Probability · Physics 2017-06-13 Haroldo V. Ribeiro , Max Jauregui , Luciano Zunino , Ervin K. Lenzi

Neuromodulations as observed in the extracellular electrical potential recordings obtained from Electroencephalograms (EEG) manifest as organized, transient patterns that differ statistically from their featureless noisy background.…

Signal Processing · Electrical Eng. & Systems 2019-05-28 Shailaja Akella , Jose C. Principe

To simplify the quantification of time irreversibility, we employ order patterns instead of the raw multi-dimension vectors in time series, and considering the existence of forbidden permutation, we propose a subtraction-based parameter,…

Medical Physics · Physics 2019-02-08 Wenpo Yao , Wenli Yao , Jun Wang , Jiafei Dai

Empirical Mode Decomposition(EMD) is an adaptive data analysis technique for analyzing nonlinear and nonstationary data[1]. EMD decomposes the original data into a number of Intrinsic Mode Functions(IMFs)[1] for giving better physical…

Methodology · Statistics 2016-01-27 Sumit Kumar Ram , Marta Molinas

Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…

Statistics Theory · Mathematics 2015-05-28 Mélisande Albert , Yann Bouret , Magalie Fromont , Patricia Reynaud-Bouret

Entropy metrics are nonlinear measures to quantify the complexity of time series. Among them, permutation entropy is a common metric due to its robustness and fast computation. Multivariate entropy metrics techniques are needed to analyse…

Combinatorics · Mathematics 2022-03-02 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

A method is proposed to analyze the heartbeat waveform that can yield a reliable characterization of the structure after only a few pulses. The measure suggested is entropy index that is related to the one found effective in describing…

Medical Physics · Physics 2007-05-23 Rudolph C. Hwa

Permutation Entropy ($PE$) is a powerful nonlinear analysis technique for univariate time series. Recently, Permutation Entropy for Graph signals ($PEG$) has been proposed to extend PE to data residing on irregular domains. However, $PEG$…

Neurons and Cognition · Quantitative Biology 2024-01-17 John Stewart Fabila-Carrasco , Avalon Campbell-Cousins , Mario A. Parra-Rodriguez , Javier Escudero

This article presents the applicability of Permutation Entropy based complexity measure of a time series for detection of fault in wind turbines. A set of electrical data from one faulty and one healthy wind turbine were analysed using…

Adaptation and Self-Organizing Systems · Physics 2016-01-21 Sumit Kumar Ram , Geir Kulia , Marta Molinas

The electroencephalographic (EEG) data intracerebrally recorded from 20 epileptic humans with different brain origins of focal epilepsies or types of seizures, ages and sexes are investigated (nearly 700 million data). Multi channel…

Biological Physics · Physics 2010-02-19 Caglar Tuncay

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Statistical Mechanics · Physics 2013-05-24 Amir Aghamohammadi , Amir H. Fatollahi , Mohammad Khorrami , Ahmad Shariati

Characterizing the brain dynamics during different cortical states can reveal valuable information about its patterns across various cognitive processes. In particular, studying the differences between awake and sleep stages can shed light…

Finkelstein-Schoenfeld, Buyse, Pocock, and other authors have developed generalizations of the Mann-Whitney test that allow for pairwise patient comparisons to include a hierarchy of measurements. Various authors present either asymptotic…

Computation · Statistics 2019-11-26 William N. Anderson , Johan Verbeeck

We investigate the suitability of selected measures of complexity based on recurrence quantification analysis and recurrence networks for an identification of pre-seizure states in multi-day, multi-channel, invasive electroencephalographic…