TL;DR: A new and related complexity measure is developed, sample entropy (SampEn), and a comparison of ApEn and SampEn is compared by using them to analyze sets of random numbers with known probabilistic character, finding SampEn agreed with theory much more closely than ApEn over a broad range of conditions.
Abstract: Entropy, as it relates to dynamical systems, is the rate of information production. Methods for estimation of the entropy of a system represented by a time series are not, however, well suited to analysis of the short and noisy data sets encountered in cardiovascular and other biological studies. Pincus introduced approximate entropy (ApEn), a set of measures of system complexity closely related to entropy, which is easily applied to clinical cardiovascular and other time series. ApEn statistics, however, lead to inconsistent results. We have developed a new and related complexity measure, sample entropy (SampEn), and have compared ApEn and SampEn by using them to analyze sets of random numbers with known probabilistic character. We have also evaluated cross-ApEn and cross-SampEn, which use cardiovascular data sets to measure the similarity of two distinct time series. SampEn agreed with theory much more closely than ApEn over a broad range of conditions. The improved accuracy of SampEn statistics should make them useful in the study of experimental clinical cardiovascular and other biological time series.
TL;DR: Analysis of a recently developed family of formulas and statistics, approximate entropy (ApEn), suggests that ApEn can classify complex systems, given at least 1000 data values in diverse settings that include both deterministic chaotic and stochastic processes.
Abstract: Techniques to determine changing system complexity from data are evaluated. Convergence of a frequently used correlation dimension algorithm to a finite value does not necessarily imply an underlying deterministic model or chaos. Analysis of a recently developed family of formulas and statistics, approximate entropy (ApEn), suggests that ApEn can classify complex systems, given at least 1000 data values in diverse settings that include both deterministic chaotic and stochastic processes. The capability to discern changing complexity from such a relatively small amount of data holds promise for applications of ApEn in a variety of contexts.
TL;DR: A method to calculate multiscale entropy (MSE) for complex time series is introduced and it is found that MSE robustly separates healthy and pathologic groups and consistently yields higher values for simulated long-range correlated noise compared to uncorrelated noise.
Abstract: There has been considerable interest in quantifying the complexity of physiologic time series, such as heart rate. However, traditional algorithms indicate higher complexity for certain pathologic processes associated with random outputs than for healthy dynamics exhibiting long-range correlations. This paradox may be due to the fact that conventional algorithms fail to account for the multiple time scales inherent in healthy physiologic dynamics. We introduce a method to calculate multiscale entropy (MSE) for complex time series. We find that MSE robustly separates healthy and pathologic groups and consistently yields higher values for simulated long-range correlated noise compared to uncorrelated noise.
TL;DR: The MSE method is applied to the analysis of coding and noncoding DNA sequences and it is found that the latter have higher multiscale entropy, consistent with the emerging view that so-called "junk DNA" sequences contain important biological information.
Abstract: Traditional approaches to measuring the complexity of biological signals fail to account for the multiple time scales inherent in such time series. These algorithms have yielded contradictory findings when applied to real-world datasets obtained in health and disease states. We describe in detail the basis and implementation of the multiscale entropy (MSE) method. We extend and elaborate previous findings showing its applicability to the fluctuations of the human heartbeat under physiologic and pathologic conditions. The method consistently indicates a loss of complexity with aging, with an erratic cardiac arrhythmia (atrial fibrillation), and with a life-threatening syndrome (congestive heart failure). Further, these different conditions have distinct MSE curve profiles, suggesting diagnostic uses. The results support a general "complexity-loss" theory of aging and disease. We also apply the method to the analysis of coding and noncoding DNA sequences and find that the latter have higher multiscale entropy, consistent with the emerging view that so-called "junk DNA" sequences contain important biological information.
TL;DR: Results show that entropy falls before clinical signs of neonatal sepsis and that missing points are well tolerated, and proposes more informed selection of parameters and reexamination of studies where approximate entropy was interpreted solely as a regularity measure.
Abstract: Abnormal heart rate characteristics of reduced variability and transient decelerations are present early in the course of neonatal sepsis. To investigate the dynamics, we calculated sample entropy, a similar but less biased measure than the popular approximate entropy. Both calculate the probability that epochs of window length m that are similar within a tolerance r remain similar at the next point. We studied 89 consecutive admissions to a tertiary care neonatal intensive care unit, among whom there were 21 episodes of sepsis, and we performed numerical simulations. We addressed the fundamental issues of optimal selection of m and r and the impact of missing data. The major findings are that entropy falls before clinical signs of neonatal sepsis and that missing points are well tolerated. The major mechanism, surprisingly, is unrelated to the regularity of the data: entropy estimates inevitably fall in any record with spikes. We propose more informed selection of parameters and reexamination of studies where approximate entropy was interpreted solely as a regularity measure.