METHOD OF MULTI-SCALES INTRINSIC ENTROPY ANALYSIS

摘要

This invention discloses a multi-scales intrinsic entropy analysis method that can quantify the entropies on difference time scales for a complex time series. The implementation of the method decomposes a complex time series into a plurality of intrinsic mode functions by a nonlinear signal processing algorithm, such as the method of empirical mode decomposition. Then, the entropy increments can be calculated on multiple coarse-graining scales when an intrinsic mode functions is added into the reconstructed time series analyzed by the method of multi-scale entropy. The entropy increment is significant on a specific coarse-graining scale, which corresponds to the averaged period of the intrinsic mode functions. The entropy increment on the specific coarse-graining scale is defined as the intrinsic entropy for an intrinsic mode functions. Multiple intrinsic entropies represent the entropy properties for a complex time series on their corresponding time scales.