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Gaussian kernel approximate entropy algorithm for analyzing irregularity of time-series

  • L. I.Sheng Xu*
  • , Kuan Quan Wang
  • , L. U. Wang
  • *Corresponding author for this work
  • Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Approximate entropy (ApEn) has been widely used to analyze the complexity of time series. However, the inconsistency that ApEn exhibits not only limits its applications but also raises questions about its validity. Addressing this issue, this paper presents a novel Gaussian kernel approximate entropy (GApEn) algorithm. The experimental results demonstrate that GApEn performs better than ApEn in terms of relative consistency, stability and statistical accuracy.

Original languageEnglish
Title of host publication2005 International Conference on Machine Learning and Cybernetics, ICMLC 2005
PublisherIEEE Computer Society
Pages5605-5608
Number of pages4
ISBN (Electronic)0780390911
ISBN (Print)078039092X, 9780780390928
DOIs
StatePublished - 2005
EventInternational Conference on Machine Learning and Cybernetics, ICMLC 2005 - Guangzhou, China
Duration: 18 Aug 200521 Aug 2005

Publication series

Name2005 International Conference on Machine Learning and Cybernetics, ICMLC 2005
Volume9

Conference

ConferenceInternational Conference on Machine Learning and Cybernetics, ICMLC 2005
Country/TerritoryChina
CityGuangzhou
Period18/08/0521/08/05

Keywords

  • Approximate entropy
  • Gaussian kernel
  • Relative consistency

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