Abstract
Established complexity measures typically operate at a single scale and thus fail to quantify inherent long-range correlations in real-world data, a key feature of complex systems. The recently introduced multiscale entropy (MSE) method has the ability to detect fractal correlations and has been used successfully to assess the complexity of univariate data. However, multivariate observations are common in many real-world scenarios and a simultaneous analysis of their structural complexity is a prerequisite for the understanding of the underlying signal-generating mechanism. For this purpose, based on the notion of multivariate sample entropy, the standard MSE method is extended to the multivariate case, whereby for rigor, the intrinsic multivariate scales of the input data are generated adaptively via the multivariate empirical mode decomposition (MEMD) algorithm. This allows us to gain better understanding of the complexity of the underlying multivariate real-world process, together with more degrees of freedom and physical interpretation in the analysis. Simulations on both synthetic and real-world biological multivariate data sets support the analysis.
| Original language | English |
|---|---|
| Journal | Bulletin of the Polish Academy of Sciences: Technical Sciences |
| Volume | 60 |
| Issue | 3 |
| Pages (from-to) | 433-445 |
| Number of pages | 13 |
| ISSN | 2300-1917 |
| DOIs | |
| Publication status | Published - Sept 2012 |
| Externally published | Yes |
Keywords
- Alpha-attenuated EEG data
- Brain consciousness analysis
- Complexity analysis
- Multivariate complexity
- Multivariate empirical mode decomposition (MEMD)
- Multivariate multiscale entropy
- Multivariate sample entropy
- Postural sway analysis
- Stride interval analysis