Entropy | Statistical signal processing

Sample entropy

Sample entropy (SampEn) is a modification of approximate entropy (ApEn), used for assessing the complexity of physiological time-series signals, diagnosing diseased states. SampEn has two advantages over ApEn: data length independence and a relatively trouble-free implementation. Also, there is a small computational difference: In ApEn, the comparison between the template vector (see below) and the rest of the vectors also includes comparison with itself. This guarantees that probabilities are never zero. Consequently, it is always possible to take a logarithm of probabilities. Because template comparisons with itself lower ApEn values, the signals are interpreted to be more regular than they actually are. These self-matches are not included in SampEn. However, since SampEn makes direct use of the correlation integrals, it is not a real measure of information but an approximation. The foundations and differences with ApEn, as well as a step-by-step tutorial for its application is available at. There is a multiscale version of SampEn as well, suggested by Costa and others. SampEn can be used in biomedical and biomechanical research, for example to evaluate postural control. (Wikipedia).

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Related pages

Approximate entropy | Complexity | Dimension | Kolmogorov complexity | Euclidean distance | Vector (mathematics and physics) | Embedding | Self-similarity | Logarithm | Standard deviation | Probability | Tolerance interval | Chebyshev distance