Bibliographic Details
| Title: |
Generalized Gaussian Distribution Improved Permutation Entropy: A New Measure for Complex Time Series Analysis. |
| Authors: |
Zheng, Kun1,2 (AUTHOR) chenzhe@mail.nwpu.edu.cn, Gan, Hong-Seng3 (AUTHOR) hongseng.gan@xjtlu.edu.cn, Chaw, Jun Kit1 (AUTHOR) chawjk@ukm.edu.my, Teh, Sze-Hong4 (AUTHOR) chawjk@ukm.edu.my, Chen, Zhe2,5 (AUTHOR) |
| Source: |
Entropy. Nov2024, Vol. 26 Issue 11, p960. 23p. |
| Subject Terms: |
*CHAOS theory, *RECOGNITION (Psychology), *CUMULATIVE distribution function, *PROCESS capability, *FEATURE extraction |
| Abstract: |
To enhance the performance of entropy algorithms in analyzing complex time series, generalized Gaussian distribution improved permutation entropy (GGDIPE) and its multiscale variant (MGGDIPE) are proposed in this paper. First, the generalized Gaussian distribution cumulative distribution function is employed for data normalization to enhance the algorithm's applicability across time series with diverse distributions. The algorithm further processes the normalized data using improved permutation entropy, which maintains both the absolute magnitude and temporal correlations of the signals, overcoming the equal value issue found in traditional permutation entropy (PE). Simulation results indicate that GGDIPE is less sensitive to parameter variations, exhibits strong noise resistance, accurately reveals the dynamic behavior of chaotic systems, and operates significantly faster than PE. Real-world data analysis shows that MGGDIPE provides markedly better separability for RR interval signals, EEG signals, bearing fault signals, and underwater acoustic signals compared to multiscale PE (MPE) and multiscale dispersion entropy (MDE). Notably, in underwater target recognition tasks, MGGDIPE achieves a classification accuracy of 97.5% across four types of acoustic signals, substantially surpassing the performance of MDE (70.5%) and MPE (62.5%). Thus, the proposed method demonstrates exceptional capability in processing complex time series. [ABSTRACT FROM AUTHOR] |
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