Entropy in the natural time-domain

Details Entropy in the natural time-domain Entropy in the natural time-domain

2005-01-21

arxiv.org/abs/physics/0501117v1

Phys. Rev. E 70, 011106 (2004)

Physics

Data Analysis, Statistics and Probability

Published in Physical Review E

Scientific paper

10.1103/PhysRevE.70.011106

A surrogate data analysis is presented, which is based on the fluctuations of the ``entropy'' $S$ defined in the natural time-domain [Phys. Rev. E {\bf 68}, 031106, 2003]. This entropy is not a static one as, for example, the Shannon entropy. The analysis is applied to three types of time-series, i.e., seismic electric signals, ``artificial'' noises and electrocardiograms, and ``recognizes'' the non-Markovianity in all these signals. Furthermore, it differentiates the electrocardiograms of healthy humans from those of the sudden cardiac death ones. If $\delta S$ and $\delta S_{shuf}$ denote the standard deviation when calculating the entropy by means of a time-window sweeping through the original data and the ``shuffled'' (randomized) data, respectively, it seems that the ratio $\delta S_{shuf}/\delta S$ plays a key-role. The physical meaning of $\delta S_{shuf}$ is investigated.

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