Detecting dynamical complexity changes in time series using the base-scale entropy

doi:10.1088/1009-1963/14/12/010

中国物理B ›› 2005, Vol. 14 ›› Issue (12): 2428-2432.doi: 10.1088/1009-1963/14/12/010

Detecting dynamical complexity changes in time series using the base-scale entropy

宁新宝¹, 吴巍¹, 马小飞¹, 李锦²

(1)State Key Laboratory of Modern Acoustics, Institute for Biomedical Electronical Engineering, Nanjing University, Nanjing 210093, China; (2)State Key Laboratory of Modern Acoustics, Institute for Biomedical Electronical Engineering, Nanjing University, Nanjing 210093, China;College of Physics and Information Technology, Shaanxi Normal University, Xi'an 710062, China

收稿日期:2005-05-10 修回日期:2005-06-16 出版日期:2005-12-20 发布日期:2005-12-20

Detecting dynamical complexity changes in time series using the base-scale entropy

Li Jin (李锦)^ab, Ning Xin-Bao (宁新宝)^a, Wu Wei (吴巍)^a, Ma Xiao-Fei (马小飞)^a

^a State Key Laboratory of Modern Acoustics, Institute for Biomedical Electronical Engineering, Nanjing University, Nanjing 210093, China; ^b College of Physics and Information Technology, Shaanxi Normal University, Xi'an 710062, China

Received:2005-05-10 Revised:2005-06-16 Online:2005-12-20 Published:2005-12-20

摘要/Abstract

摘要： Timely detection of dynamical complexity changes in natural and man-made systems has deep scientific and practical meanings. We introduce a complexity measure for time series: the base-scale entropy. The definition directly applies to arbitrary real-word data. We illustrate our method on a practical speech signal and in a theoretical chaotic system. The results show that the simple and easily calculated measure of base-scale entropy can be effectively used to detect qualitative and quantitative dynamical changes.

关键词: dynamical complexity, the base-scale entropy, the zero-crossing rate, Lyapunov exponent

Abstract: Timely detection of dynamical complexity changes in natural and man-made systems has deep scientific and practical meanings. We introduce a complexity measure for time series: the base-scale entropy. The definition directly applies to arbitrary real-word data. We illustrate our method on a practical speech signal and in a theoretical chaotic system. The results show that the simple and easily calculated measure of base-scale entropy can be effectively used to detect qualitative and quantitative dynamical changes.

Key words: dynamical complexity, the base-scale entropy, the zero-crossing rate, Lyapunov exponent

中图分类号: (Time series analysis)

05.45.Tp

43.72.Ar (Speech analysis and analysis techniques; parametric representation of speech)

李锦, 宁新宝, 吴巍, 马小飞. Detecting dynamical complexity changes in time series using the base-scale entropy[J]. 中国物理B, 2005, 14(12): 2428-2432.

Li Jin (李锦), Ning Xin-Bao (宁新宝), Wu Wei (吴巍), Ma Xiao-Fei (马小飞). Detecting dynamical complexity changes in time series using the base-scale entropy[J]. Chinese Physics, 2005, 14(12): 2428-2432.

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Detecting dynamical complexity changes in time series using the base-scale entropy

Detecting dynamical complexity changes in time series using the base-scale entropy

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