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Multi-scale entropy analysis and Hurst exponent

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dc.contributor.authorMollaei, Saeid
dc.contributor.authorDarooneh, Amir Hossein
dc.contributor.authorKarimi, Somaye
dc.date.accessioned2020-02-07T17:40:09Z
dc.date.available2020-02-07T17:40:09Z
dc.date.issued2019-08-15
dc.descriptionThe final publication is available at Elsevier via https://doi.org/10.1016/j.physa.2019.121292 © 2019. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/en
dc.description.abstractSeveral methods exist for measuring the complexity in a system through analysis of its associated time series. Multi-scale entropy appears as a successful method on this matter. It has been applied in many disciplines with great achievements. For example by analysis of the bio-signals, we are able to diagnose various diseases. However, in most versions for the multi-scale entropy the examined time series is analyzed qualitatively. In this study, we try to present a quantitative picture for the multi-scale entropy analysis. Particularly, we focus on finding relation between the result of the multi-scale analysis and the Hurst exponent which quantifies the persistence in time series. For this purpose, the fractional Gaussian noise time series with different Hurst exponents are analyzed by the multi-scale entropy method and the results are fitted to a decreasing q-exponential function. We observe remarkable relation between the function parameters and Hurst exponent. This function can simulate the result of analysis for the white noise to the 1/f noise.en
dc.identifier.urihttps://doi.org/10.1016/j.physa.2019.121292
dc.identifier.urihttp://hdl.handle.net/10012/15625
dc.language.isoenen
dc.publisherElsevieren
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectmulti-scale entropyen
dc.subjectfractional Gaussian noiseen
dc.subjectHurst exponenten
dc.titleMulti-scale entropy analysis and Hurst exponenten
dc.typeArticleen
dcterms.bibliographicCitationS. Mollaei, A.H. Darooneh and S. Karimi, Multi-scale entropy analysis and Hurst exponent, Physica A (2019), https://doi.org/10.1016/j.physa.2019.121292en
uws.contributor.affiliation1Faculty of Mathematicsen
uws.contributor.affiliation2Applied Mathematicsen
uws.peerReviewStatusRevieweden
uws.scholarLevelOtheren
uws.typeOfResourceTexten

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