Open AccessComparison of characteristics of moving detrended fluctuation analysis with that of approximate entropy method in detecting abrupt dynamic change
Author(s) -
Wenping He,
Qiguang Wang,
Qiong Wu,
Zhang Wen,
Yong Zhang
Publication year - 2009
Publication title -
wuli xuebao
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.199
H-Index - 47
ISSN - 1000-3290
DOI - 10.7498/aps.58.2862
Subject(s) - approximate entropy , detrended fluctuation analysis , computer science , entropy (arrow of time) , statistical physics , statistics , mathematics , artificial intelligence , pattern recognition (psychology) , physics , thermodynamics , geometry , scaling
Approximate entropy ApEn is well known to be an effective abrupt change detection method in dynamic structure. Based on this, we compare the performances between the moving detrended fluctuation analysis MDFA and ApEn in detecting abrupt dynamic change. The results show that the MDFA results almost do not depend on length of subseries, and while the ApEn could identify dynamic structure to some extent but still depends on the length of subseries. At the same time, there exists a huge drift for the ApEn results which means the actual time-instants of abrupt change dont coincide with the detected one. Therefore, compared with ApEn, MDFA is more suitable to be used to detect abrupt dynamic change, and the advantage of MDFA is obvious.