dorsal/arxiv
View SchemaEntropy in the natural time-domain
| Authors | P. A. Varotsos, N. V. Sarlis, E. S. Skordas, M. S. Lazaridou |
|---|---|
| Categories | |
| ArXiv ID | physics/0501117 |
| URL | https://arxiv.org/abs/physics/0501117 |
| DOI | 10.1103/PhysRevE.70.011106 |
| Journal | Phys. Rev. E 70, 011106 (2004) |
Abstract
A surrogate data analysis is presented, which is based on the fluctuations of the ``entropy'' $S$ defined in the natural time-domain [Phys. Rev. E {\bf 68}, 031106, 2003]. This entropy is not a static one as, for example, the Shannon entropy. The analysis is applied to three types of time-series, i.e., seismic electric signals, ``artificial'' noises and electrocardiograms, and ``recognizes'' the non-Markovianity in all these signals. Furthermore, it differentiates the electrocardiograms of healthy humans from those of the sudden cardiac death ones. If $\delta S$ and $\delta S_{shuf}$ denote the standard deviation when calculating the entropy by means of a time-window sweeping through the original data and the ``shuffled'' (randomized) data, respectively, it seems that the ratio $\delta S_{shuf}/\delta S$ plays a key-role. The physical meaning of $\delta S_{shuf}$ is investigated.
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"abstract": "A surrogate data analysis is presented, which is based on the fluctuations of\nthe ``entropy\u0027\u0027 $S$ defined in the natural time-domain [Phys. Rev. E {\\bf 68},\n031106, 2003]. This entropy is not a static one as, for example, the Shannon\nentropy. The analysis is applied to three types of time-series, i.e., seismic\nelectric signals, ``artificial\u0027\u0027 noises and electrocardiograms, and\n``recognizes\u0027\u0027 the non-Markovianity in all these signals. Furthermore, it\ndifferentiates the electrocardiograms of healthy humans from those of the\nsudden cardiac death ones. If $\\delta S$ and $\\delta S_{shuf}$ denote the\nstandard deviation when calculating the entropy by means of a time-window\nsweeping through the original data and the ``shuffled\u0027\u0027 (randomized) data,\nrespectively, it seems that the ratio $\\delta S_{shuf}/\\delta S$ plays a\nkey-role. The physical meaning of $\\delta S_{shuf}$ is investigated.",
"arxiv_id": "physics/0501117",
"authors": [
"P. A. Varotsos",
"N. V. Sarlis",
"E. S. Skordas",
"M. S. Lazaridou"
],
"categories": [
"physics.data-an",
"physics.bio-ph"
],
"doi": "10.1103/PhysRevE.70.011106",
"journal_ref": "Phys. Rev. E 70, 011106 (2004)",
"title": "Entropy in the natural time-domain",
"url": "https://arxiv.org/abs/physics/0501117"
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