Second Sample Entropy of a time series from software package hctsa
Modified from the Ben Fulcher's EN_SampEn
which uses code from PhysioNet.
The publicly-available PhysioNet Matlab code, sampenc (renamed here to
RN_sampenc) is available from:
http://www.physionet.org/physiotools/sampen/matlab/1.1/sampenc.m
sampen_first(y)
y |
the input time series |
Embedding dimension is set to 5. The threshold is set to 0.3.
Yangzhuoran Yang
cf. "Physiological time-series analysis using approximate entropy and sample entropy", J. S. Richman and J. R. Moorman, Am. J. Physiol. Heart Circ. Physiol., 278(6) H2039 (2000)
B.D. Fulcher and N.S. Jones. hctsa: A computational framework for automated time-series phenotyping using massive feature extraction. Cell Systems 5, 527 (2017).
B.D. Fulcher, M.A. Little, N.S. Jones Highly comparative time-series analysis: the empirical structure of time series and their methods. J. Roy. Soc. Interface 10, 83 (2013).
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