Abstract

Permutation entropy (PE), as one of the powerful complexity measures for analyzing time series, has advantages of easy implementation and high efficiency. In order to improve the performance of PE, some improved PE methods have been proposed through introducing amplitude information and distance information in recent years. Weighted-permutation entropy (W-PE) weight each arrangement pattern by using variance information, which has good robustness and stability in the case of high noise level and can extract complexity information from data with spike feature or abrupt amplitude change. Dispersion entropy (DE) introduces amplitude information by using the normal cumulative distribution function (NCDF); it not only can detect the change of simultaneous frequency and amplitude, but also is superior to the PE method in distinguishing different data sets. Reverse permutation entropy (RPE) is defined as the distance to white noise in the opposite trend with PE and W-PE, which has high stability for time series with varying lengths. To further improve the performance of PE, we propose a new complexity measure for analyzing time series, and term it as reverse dispersion entropy (RDE). RDE takes PE as its theoretical basis and combines the advantages of DE and RPE by introducing amplitude information and distance information. Simulation experiments were carried out on simulated and sensor signals, including mutation signal detection under different parameters, noise robustness testing, stability testing under different signal-to-noise ratios (SNRs), and distinguishing real data for different kinds of ships and faults. The experimental results show, compared with PE, W-PE, RPE, and DE, that RDE has better performance in detecting abrupt signal and noise robustness testing, and has better stability for simulated and sensor signal. Moreover, it also shows higher distinguishing ability than the other four kinds of PE for sensor signals.

Highlights

  • Due to the continuous development of measurement technology and the constant updating of high sensitivity sensor equipment, the accuracy of measured time series is greatly improved, which is conducive to the further analysis and processing of time series [1,2]

  • To improve improve the the performance performance of permutation entropy (PE) and integrate the advantages of Dispersion entropy (DE) and Reverse permutation entropy (RPE), we propose a new complexity measure for analyzing time series in this paper, and term reverse dispersion entropy (RDE)

  • In order to prove the stability of RDE for synthetic signal, we carried out stability testing by the cosine signal of different lengths with the frequency of 100 Hz

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Summary

Introduction

Due to the continuous development of measurement technology and the constant updating of high sensitivity sensor equipment, the accuracy of measured time series is greatly improved, which is conducive to the further analysis and processing of time series [1,2]. As an effective complexity measure of time series, has been widely developed and used in different fields. Classic examples include permutation entropy (PE) [3], sample entropy (SE) [4], approximate entropy (AE) [5], fuzzy entropy (FE) [6], and multi-scale ones Among these different kinds of entropy, PE has successfully attracted attention from academics and practitioners by virtue of its own advantages. In 2016, Rostaghi and Azami proposed dispersion entropy (DE) to quantify the complexity of time series and first applied it to electroencephalograms and bearing bearing fault fault diagnosis diagnosis database database [20]. To improve improve the the performance performance of PE and integrate the advantages of DE and RPE, we propose a new complexity measure for analyzing time series in this paper, and term reverse dispersion entropy (RDE).

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