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Instant-use add-on functions for the Wolfram Language
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Compute the sample entropy of a time series
ResourceFunction["SampleEntropy"][timeseries,emdim,rfilt] computes the sample entropy of the timeseries with embedding dimension emdim and filtering factor rfilt. |
Show the sample entropy of a time series from a uniform distribution of real numbers:
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Set up a nonlinear time series in the periodic regime for the logistic map:
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Show it:
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Verify the SampleEntropy of the periodic time series is zero:
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Change the λ parameter in the logistic map model to set up a chaotic time series:
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Show it:
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Verify the SampleEntropy of the nonlinear chaotic time series is nonzero:
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Show the sample entropy of a time series from a uniform distribution of real numbers with the delay set to τ = 2:
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Show the sample entropy results computed for two ECG signals taken from Wolfram Documentation:
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Sample entropy of a linearly increasing time series is zero:
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Sample entropy of a pure sine wave:
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Sample entropy of a time series sampled from a normal distribution:
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Sample entropy of gaussian fractional noise with Hurst exponential H = 0.5:
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Wolfram Language 13.0 (December 2021) or above
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