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Considerations for Applying Entropy Methods to Temporally Correlated Stochastic Datasets
Joshua Liddy1, Michael Busa1,2
1Department of Kinesiology, University of Massachusetts Amherst, Amherst, MA 01003, USA.
This study addresses challenges in applying Sample Entropy (SampEn) to biomechanical data. Recommendations are provided for analyzing temporally correlated stochastic datasets using ARFIMA models.
Area of Science:
- Biomechanical Analysis
- Physiological Signal Processing
- Stochastic Data Modeling
Background:
- Biomechanical and physiological variables often exhibit temporal correlations.
- Sample Entropy (SampEn) is a common method for analyzing signal regularity.
- Applying SampEn to correlated data presents analytical challenges.
Purpose of the Study:
- To highlight considerations and provide recommendations for applying Sample Entropy (SampEn) to temporally correlated stochastic datasets.
- To address analytical issues in biomechanical and physiological data analysis.
- To improve the reliability of entropy-based measures in complex datasets.
Main Methods:
- Simulated temporally correlated data using Autoregressive Fractionally Integrated Moving Averaged (ARFIMA) models.
- Applied ARFIMA modeling to quantify temporal correlations and classify data stationarity.
- Utilized SampEn to assess dataset regularity and evaluated data cleaning strategies.
Main Results:
- ARFIMA modeling effectively estimates temporal correlation properties and classifies datasets.
- ARFIMA-assisted data cleaning mitigates outlier influence on SampEn estimates.
- SampEn has limitations in distinguishing between different stochastic datasets; parameter normalization is ineffective for stochastic data.
Conclusions:
- ARFIMA modeling is a valuable tool for analyzing correlated biomechanical data and enhancing SampEn reliability.
- Complementary measures are suggested for a more comprehensive characterization of biomechanical variable dynamics.
- The study provides practical recommendations for researchers applying entropy methods to complex physiological signals.
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