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
Appears in Collections:Journal/Magazine Article

Access
View full-text via PolyU eLinks SFX Query
Show full item record

SCOPUSTM   
Citations

15
Last Week
0
Last month
0
Citations as of Feb 21, 2019

WEB OF SCIENCETM
Citations

13
Last Week
0
Last month
0
Citations as of Feb 23, 2019

Page view(s)

117
Last Week
0
Last month
Citations as of Feb 17, 2019

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.