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Embedded Dimension and Time Series Length. Practical Influence on Permutation Entropy and Its Applications.

ABSTRACT: Permutation Entropy (PE) is a time series complexity measure commonly used in a variety of contexts, with medicine being the prime example. In its general form, it requires three input parameters for its calculation: time series length N, embedded dimension m, and embedded delay ? . Inappropriate choices of these parameters may potentially lead to incorrect interpretations. However, there are no specific guidelines for an optimal selection of N, m, or ? , only general recommendations such as N > > m ! , ? = 1 , or m = 3 , … , 7 . This paper deals specifically with the study of the practical implications of N > > m ! , since long time series are often not available, or non-stationary, and other preliminary results suggest that low N values do not necessarily invalidate PE usefulness. Our study analyses the PE variation as a function of the series length N and embedded dimension m in the context of a diverse experimental set, both synthetic (random, spikes, or logistic model time series) and real-world (climatology, seismic, financial, or biomedical time series), and the classification performance achieved with varying N and m. The results seem to indicate that shorter lengths than those suggested by N > > m ! are sufficient for a stable PE calculation, and even very short time series can be robustly classified based on PE measurements before the stability point is reached. This may be due to the fact that there are forbidden patterns in chaotic time series, not all the patterns are equally informative, and differences among classes are already apparent at very short lengths.

SUBMITTER: Cuesta-Frau D

PROVIDER: S-EPMC7514869 | biostudies-literature | 2019 Apr

REPOSITORIES: biostudies-literature

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Embedded Dimension and Time Series Length. Practical Influence on Permutation Entropy and Its Applications.

Cuesta-Frau David D Murillo-Escobar Juan Pablo JP Orrego Diana Alexandra DA Delgado-Trejos Edilson E

Entropy (Basel, Switzerland) 20190410 4

Permutation Entropy (PE) is a time series complexity measure commonly used in a variety of contexts, with medicine being the prime example. In its general form, it requires three input parameters for its calculation: time series length N, embedded dimension m, and embedded delay τ . Inappropriate choices of these parameters may potentially lead to incorrect interpretations. However, there are no specific guidelines for an optimal selection of N, m, or τ , only general ...[more]

PMID: 33267099

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Project description:BackgroundAs technology becomes more sophisticated, more accessible methods of interpretating Big Data become essential. We have continued to develop Complexity and Entropy in Physiological Signals (CEPS) as an open access MATLAB® GUI (graphical user interface) providing multiple methods for the modification and analysis of physiological data.MethodsTo demonstrate the functionality of the software, data were collected from 44 healthy adults for a study investigating the effects on vagal tone of breathing paced at five different rates, as well as self-paced and un-paced. Five-minute 15-s recordings were used. Results were also compared with those from shorter segments of the data. Electrocardiogram (ECG), electrodermal activity (EDA) and Respiration (RSP) data were recorded. Particular attention was paid to COVID risk mitigation, and to parameter tuning for the CEPS measures. For comparison, data were processed using Kubios HRV, RR-APET and DynamicalSystems.jl software. We also compared findings for ECG RR interval (RRi) data resampled at 4 Hz (4R) or 10 Hz (10R), and non-resampled (noR). In total, we used around 190-220 measures from CEPS at various scales, depending on the analysis undertaken, with our investigation focused on three families of measures: 22 fractal dimension (FD) measures, 40 heart rate asymmetries or measures derived from Poincaré plots (HRA), and 8 measures based on permutation entropy (PE).ResultsFDs for the RRi data differentiated strongly between breathing rates, whether data were resampled or not, increasing between 5 and 7 breaths per minute (BrPM). Largest effect sizes for RRi (4R and noR) differentiation between breathing rates were found for the PE-based measures. Measures that both differentiated well between breathing rates and were consistent across different RRi data lengths (1-5 min) included five PE-based (noR) and three FDs (4R). Of the top 12 measures with short-data values consistently within ± 5% of their values for the 5-min data, five were FDs, one was PE-based, and none were HRAs. Effect sizes were usually greater for CEPS measures than for those implemented in DynamicalSystems.jl.ConclusionThe updated CEPS software enables visualisation and analysis of multichannel physiological data using a variety of established and recently introduced complexity entropy measures. Although equal resampling is theoretically important for FD estimation, it appears that FD measures may also be usefully applied to non-resampled data.

Project description:BackgroundApproximate entropy (ApEn) and sample entropy (SampEn) have been previously used to quantify the regularity in centre of pressure (COP) time-series in different experimental groups and/or conditions. ApEn and SampEn are very sensitive to their input parameters: m (subseries length), r (tolerance) and N (data length). Yet, the effects of changing those parameters have been scarcely investigated in the analysis of COP time-series. This study aimed to investigate the effects of changing parameters m, r and N on ApEn and SampEn values in COP time-series, as well as the ability of these entropy measures to discriminate between groups.MethodsA public dataset of COP time-series was used. ApEn and SampEn were calculated for m = {2, 3, 4, 5}, r = {0.1, 0.15, 0.2, 0.25, 0.3, 0.35, 0.4, 0.45, 0.5} and N = {600, 1200} (30 and 60 s, respectively). Subjects were stratified in young adults (age < 60, n = 85), and older adults (age ≥ 60) with (n = 18) and without (n = 56) falls in the last year. The effects of changing parameters m, r and N on ApEn and SampEn were investigated with a three-way ANOVA. The ability of ApEn and SampEn to discriminate between groups was investigated with a mixed ANOVA (within-subject factors: m, r and N; between-subject factor: group). Specific combinations of m, r and N producing significant differences between groups were identified using the Tukey's honest significant difference procedure.ResultsA significant three-way interaction between m, r and N confirmed the sensitivity of ApEn and SampEn to the input parameters. SampEn showed a higher consistency and ability to discriminate between groups than ApEn. Significant differences between groups were mostly observed in longer (N = 1200) COP time-series in the anterior-posterior direction. Those differences were observed for specific combinations of m and r, highlighting the importance of an adequate selection of input parameters.ConclusionsFuture studies should favour SampEn over ApEn and longer time-series (≥ 60 s) over shorter ones (e.g. 30 s). The use of parameter combinations such as SampEn (m = {4, 5}, r = {0.25, 0.3, 0.35}) is recommended.

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Embedded Dimension and Time Series Length. Practical Influence on Permutation Entropy and Its Applications.

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Embedded Dimension and Time Series Length. Practical Influence on Permutation Entropy and Its Applications.

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