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Multiscale Entropy under the Inverse Gaussian Distribution: Analytical Results |
| TANG Ying;PEI Wen-Jiang;XIA Hai-Shan;HE Zhen-Ya |
| Department of Radio Engineering, Southeast University, Nanjing 210096 |
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| Cite this article: |
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TANG Ying, PEI Wen-Jiang, XIA Hai-Shan et al 2007 Chin. Phys. Lett. 24 1490-1493 |
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Abstract The multiscale entropy (MSE) reveals the intrinsic multiple scales in the complexity of physical and physiological signals, which are usually featured by heavy-tailed distributions. However, most research results are pure experimental search. Recently, Costa et al. have made the first attempt to present the theoretical basis of MSE, but it only supports the Gaussian distribution [Phys Rev. E 71 (2005) 021906]. We present the theoretical basis of MSE under the inverse Gaussian distribution, a typical model for physiological, physical and financial data sets. The analysis allows for ncorrelated inverse Gaussian process and 1/f noise with the multivariate
inverse Gaussian distribution, and then provides a reliable foundation for the potential applications of MSE to explore complex physical and physical time series.
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05.40.Ca
05.45.Tp
65.40.Gr
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Received: 23 October 2006
Published: 17 May 2007
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