Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/10818
Title: Using the modified sample entropy to detect determinism
Authors: Xie, HB
Guo, JY
Zheng, YP 
Keywords: Deterministic chaos
Sample entropy
Stochastic process
Surrogate data
Time series
Issue Date: 2010
Publisher: Elsevier Science Bv
Source: Physics Letters, Section A: General, Atomic and Solid State Physics, 2010, v. 374, no. 38, p. 3926-3931 How to cite?
Journal: Physics Letters, Section A: General, Atomic and Solid State Physics 
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.
URI: http://hdl.handle.net/10397/10818
DOI: 10.1016/j.physleta.2010.07.058
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