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Detecting dynamical complexity changes in time series using the base-scale entropy 被引量:4

Detecting dynamical complexity changes in time series using the base-scale entropy
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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. 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.
出处 《Chinese Physics B》 SCIE EI CAS CSCD 2005年第12期2428-2432,共5页 中国物理B(英文版)
关键词 dynamical complexity the base-scale entropy the zero-crossing rate Lyapunov exponent dynamical complexity, the base-scale entropy, the zero-crossing rate, Lyapunov exponent
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