Skip to main content

Advertisement

Log in

Fractional empirical mode decomposition energy entropy based on segmentation and its application to the electrocardiograph signal

  • Original Paper
  • Published:
Nonlinear Dynamics Aims and scope Submit manuscript

Abstract

The generalized fractional entropy is a powerful tool for allowing an high sensitivity to the signal evolution, which is available to depict the dynamics of complex systems. Besides, empirical mode decomposition (EMD) energy entropy has received largely extensive attention, such as the field of roller bearing fault diagnosis. In this paper, we change the perspective of research and propose an improved EMD energy entropy built on the theory of the generalized fractional entropy, that is, fractional EMD energy entropy. Furthermore, we also combine the proposed method with new multi-scale algorithm based on the segmentation ideas. In order to show the advantages of this particular method for detecting the complexity of systems, several simulated time series and electrocardiograph (ECG) signal experiments are chosen to examine the performance of them. Through experiments, we find that the new fractional EMD energy entropy shows a better characteristic in the complexity analysis of dynamical systems compared with the classical EMD energy entropy. Moreover, the results reveal that tuning the fractional order allows a higher sensitivity to the series fluctuation. In addition, when the experiment bonds with the multi-scale algorithm based on segmentation, we can obtain more abundant complexity properties of time series through fractional EMD energy entropy. Also, it can effectively discriminate the differences in the complexity of different time series, whereas the original method does not have such good advantages. Especially when applied to ECG signals, this new method can be more effective to distinguish between healthy people and patients with heart disease, which is a valuable advantage. Beyond all that, results of the test on surrogate data generated by randomizing series also further strengthen our summing-up.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11
Fig. 12
Fig. 13
Fig. 14
Fig. 15
Fig. 16
Fig. 17
Fig. 18

Similar content being viewed by others

References

  1. Ali, J.B., Fnaiech, N., Saidi, L., Chebel-Morello, B., Fnaiech, F.: Application of empirical mode decomposition and artificial neural network for automatic bearing fault diagnosis based on vibration signals. Appl. Acoust. 89, 16–27 (2015)

    Article  Google Scholar 

  2. Andrieux, D., Gaspard, P., Ciliberto, S., Garnier, N., Joubaud, S., Petrosyan, A.: Entropy production and time asymmetry in nonequilibrium fluctuations. Phys. Rev. Lett. 98(15), 150601 (2007)

    Article  Google Scholar 

  3. Anishchenko, V.S., Boev, Y.I.: Diagnostics of stochastic resonance using Poincaré recurrence time distribution. Commun. Nonlinear Sci. Numer. Simul. 18(4), 953–958 (2013)

    Article  MathSciNet  Google Scholar 

  4. Arasteh, A., Janghorbani, A., Moradi, M.H.: Application of empirical mode decomposition in prediction of acute hypotension episodes. In: Biomedical Engineering. IEEE, pp. 1–4 (2010)

  5. Avaroğlu, E.: Pseudorandom number generator based on arnold cat map and statistical analysis. Turkish J. Electr. Eng. Comput. Sci. 25(1), 633–643 (2017)

    Article  Google Scholar 

  6. Avaroğlu, E., Tuncer, T., özer, A.B., Ergen, B., Türk, M.: A novel chaos-based post-processing for trng. Nonlinear Dyn. 81(1–2), 189–199 (2015)

    Article  MathSciNet  Google Scholar 

  7. Blanco-Velasco, M., Weng, B., Barner, K.E.: Ecg signal denoising and baseline wander correction based on the empirical mode decomposition. Comput. Biol. Med. 38(1), 1–13 (2008)

    Article  Google Scholar 

  8. Burykin, A., Costa, M.D., Peng, C.K., Goldberger, A.L., Buchman, T.G.: Generating signals with multiscale time irreversibility: the asymmetric Weierstrass function. Complexity 16(4), 29–38 (2011)

    Article  Google Scholar 

  9. Cammarota, C., Rogora, E.: Time reversal, symbolic series and irreversibility of human heartbeat. Chaos Solitons Fract. 32(5), 1649–1654 (2007)

    Article  MathSciNet  Google Scholar 

  10. Chatlani, N., Soraghan, J.J.: Adaptive empirical mode decomposition for signal enhancement with application to speech. In: International Conference on Systems, Signals and Image Processing, pp. 101–104 (2008)

  11. Chu, P.C., Fan, C., Huang, N.: Compact empirical mode decomposition: an algorithm to reduce mode mixing, end effect, and detrend uncertainty. Adv. Adapt. Data Anal. 4(03), 1250017 (2012)

    Article  MathSciNet  Google Scholar 

  12. Dybała, J., Zimroz, R.: Rolling bearing diagnosing method based on empirical mode decomposition of machine vibration signal. Appl. Acoust. 77, 195–203 (2014)

    Article  Google Scholar 

  13. Flandrin, P., Rilling, G., Goncalves, P.: Empirical mode decomposition as a filter bank. IEEE Signal Process. Lett. 11(2), 112–114 (2004)

    Article  Google Scholar 

  14. Hilfer, R.: Applications of Fractional Calculus in Physics. World Scientific, Singapore (2000)

    Book  Google Scholar 

  15. Ho, D., Randall, R.: Optimisation of bearing diagnostic techniques using simulated and actual bearing fault signals. Mech. Syst. Signal Process. 14(5), 763–788 (2000)

    Article  Google Scholar 

  16. Hosking, J.R.M.: Fractional differencing. Biometrika 68(1), 165–176 (1981)

    Article  MathSciNet  Google Scholar 

  17. Huang, N.E., Shen, Z., Long, S.R.: A new view of nonlinear water waves: the hilbert spectrum. Annu. Rev. Fluid Mech. 31(1), 417–457 (1999)

    Article  MathSciNet  Google Scholar 

  18. Huang, N.E., Shen, Z., Long, S.R., Wu, M.C., Shih, H.H., Zheng, Q., Yen, N.C., Tung, C.C., Liu, H.H.: The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis. In: Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, vol. 454, pp. 903–995. The Royal Society, London (1998)

    Article  MathSciNet  Google Scholar 

  19. Islam, M.R., Rashedalmahfuz, M., Ahmad, S., Molla, M.K.I.: Multiband prediction model for financial time series with multivariate empirical mode decomposition. Discrete Dyn. Nat. Soc. 2012(3), 87–88 (2012)

    MathSciNet  Google Scholar 

  20. Jiang, Z.Q., Zhou, W.X.: Multifractal detrending moving-average cross-correlation analysis. Phys. Rev. E 84(1 Pt 2), 016106 (2011)

    Article  Google Scholar 

  21. Kennel, M.B.: Testing time symmetry in time series using data compression dictionaries. Phys. Rev. E Stat. Nonlinear Soft Matter 69(5 Pt 2), 056208 (2004)

    Article  Google Scholar 

  22. Kilbas, A.A., Srivastava, H.M., Trujillo, J.J.: Preface (2006)

  23. Lacasa, L., Luque, B., Ballesteros, F., Luque, J., Nuño, J.C.: From time series to complex networks: the visibility graph. Proc. Natl. Acad. Sci. USA 105(13), 4972–4975 (2008)

    Article  MathSciNet  Google Scholar 

  24. Lacasa, L., Luque, B., Luque, J., Nuno, J.C.: The visibility graph: a new method for estimating the hurst exponent of fractional brownian motion. Europhys. Lett. 86(3), 30001–30005 (2009)

    Article  Google Scholar 

  25. Lei, Y., He, Z., Zi, Y.: A new approach to intelligent fault diagnosis of rotating machinery. Expert Syst. Appl. 35(4), 1593–1600 (2008)

    Article  Google Scholar 

  26. Lei, Y., Lin, J., He, Z., Zuo, M.J.: A review on empirical mode decomposition in fault diagnosis of rotating machinery. Mech. Syst. Signal Process. 35(1), 108–126 (2013)

    Article  Google Scholar 

  27. Li, X., Essex, C., Davison, M., Hoffmann, K.H., Schulzky, C.: Fractional diffusion, irreversibility and entropy. J. Non-Equilib. Thermodyn. 28(3), 279–291 (2003)

    Article  Google Scholar 

  28. Luque, B., Lacasa, L., Ballesteros, F., Luque, J.: Horizontal visibility graphs: exact results for random time series. Phys. Rev. E 80(80), 046103 (2009)

    Article  Google Scholar 

  29. Machado, J.A.T.: Entropy analysis of integer and fractional dynamical systems. Nonlinear Dyn. 62(1), 371–378 (2010)

    MathSciNet  MATH  Google Scholar 

  30. Machado, J.A.T.: Fractional dynamics of a system with particles subjected to impacts. Commun. Nonlinear Sci. Numer. Simul. 16(12), 4596–4601 (2011)

    Article  Google Scholar 

  31. Machado, J.T.: Fractional order generalized information. Entropy 16(4), 2350–2361 (2014)

    Article  Google Scholar 

  32. Machado, J.T.: Relativistic time effects in financial dynamics. Nonlinear Dyn. 75(4), 735–744 (2014)

    Article  MathSciNet  Google Scholar 

  33. Machado, J.T., Duarte, F.B., Duarte, G.M.: Analysis of financial data series using fractional fourier transform and multidimensional scaling. Nonlinear Dyn. 65(3), 235–245 (2011)

    Article  Google Scholar 

  34. Miller, K.S., Ross, B.: An Introduction to the Fractional Calculus and Fractional Differential Equations. Wiley, New York (1993)

    MATH  Google Scholar 

  35. Palis, J., Takens, F.: Hyperbolicity and Sensitive Chaotic Dynamics at Homoclinic Bifurcations: Fractal Dimensions and Infinitely Many Attractors in Dynamics, vol. 35. Cambridge University Press, Cambridge (1995)

    MATH  Google Scholar 

  36. Parrondo, J.M.R., Broeck, C.V.D., Kawai, R.: Entropy production and the arrow of time. New J. Phys. 11(7), 073008 (2009)

    Article  Google Scholar 

  37. Plastino, A., Plastino, A.: Tsallis entropy and Jaynes’ information theory formalism. Braz. J. Phys. 29(1), 50–60 (1999)

    Article  Google Scholar 

  38. Podlubny, I.: Fractional Differential Equations, volume 198: An Introduction to Fractional Derivatives, Fractional Differential Equations, to Methods of Their... (Mathematics in Science and Engineering) (1998)

  39. Rato, R., Ortigueira, M., Batista, A.: On the HHT, its problems, and some solutions. Mech. Syst. Signal Process. 22(6), 1374–1394 (2008)

    Article  Google Scholar 

  40. Rilling, G., Flandrin, P.: on the influence of sampling on the empirical mode decomposition. In: IEEE International Conference on Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings, pp. III–III (2006)

  41. Rilling, G., Flandrin, P., Goncalves, P., et al.: On empirical mode decomposition and its algorithms. In: IEEE-EURASIP Workshop on Nonlinear Signal and Image Processing, vol. 3, pp. 8–11. NSIP-03, Grado (I) (2003)

  42. Roldán, E., Parrondo, J.M.: Estimating dissipation from single stationary trajectories. Phys. Rev. Lett. 105(15), 150607 (2010)

    Article  Google Scholar 

  43. Roldán, E., Parrondo, J.M.: Entropy production and Kullback–Leibler divergence between stationary trajectories of discrete systems. Phys. Rev. E 85(3 Pt 1), 031129 (2012)

    Article  Google Scholar 

  44. Rong, L., Shang, P.: Topological entropy and geometric entropy and their application to the horizontal visibility graph for financial time series. Nonlinear Dyn. 92(1), 41–58 (2018)

    Article  Google Scholar 

  45. Shi, W., Shang, P., Wang, J., Lin, A.: Multiscale multifractal detrended cross-correlation analysis of financial time series. Physica A 403(6), 35–44 (2014)

    Article  Google Scholar 

  46. Solis-Escalante, T., Gentiletti, G.G., Yañez Suarez, O.: Single trial P300 detection based on the empirical mode decomposition. In: Proceedings of the 28th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBS) vol. 1(35), pp. 1157–1160 (2006)

  47. Sun, T.Y., Liu, C.C., Jheng, J.H., Tsai, T.Y.: An efficient noise reduction algorithm using empirical mode decomposition and correlation measurement. In: International Symposium on Intelligent Signal Processing and Communications Systems, pp. 1–4 (2009)

  48. Tse, P.W., Peng, Y.H., Yam, R.: Wavelet analysis and envelope detection for rolling element bearing fault diagnosis: their effectiveness and flexibilities. J. Vib. Acoust. 123(3), 303–310 (2001)

    Article  Google Scholar 

  49. Wang, J., Shang, P., Lin, A., Chen, Y.: Segmented inner composition alignment to detect coupling of different subsystems. Nonlinear Dyn. 76(3), 1821–1828 (2014)

    Article  MathSciNet  Google Scholar 

  50. Weiss, G.: Time-reversibility of linear stochastic processes. J. Appl. Probab. 12(4), 831–836 (1975)

    Article  MathSciNet  Google Scholar 

  51. Xia, J., Shang, P.: Multiscale entropy analysis of financial time series. Fluct. Noise Lett. 11(04), 333–342 (2012)

    Article  Google Scholar 

  52. Xia, J., Shang, P., Lu, D., Yin, Y., Dawson, K.A., Indekeu, J.O., Stanley, H.E., Tsallis, C.: A comprehensive segmentation analysis of crude oil market based on time irreversibility. Physica A 450, 104–114 (2016)

    Article  Google Scholar 

  53. Xia, J., Shang, P., Wang, J., Shi, W.: Classifying of financial time series based on multiscale entropy and multiscale time irreversibility. Physica A 400(2), 151–158 (2014)

    Article  Google Scholar 

  54. Xie, W.J., Zhou, W.X.: Horizontal visibility graphs transformed from fractional brownian motions: topological properties versus the Hurst index. Physica A 390(20), 3592–3601 (2010)

    Article  MathSciNet  Google Scholar 

  55. Xiong, H., Shang, P.: Weighted multifractal cross-correlation analysis based on Shannon entropy. Commun. Nonlinear Sci. Numer. Simul. 30(1–3), 268–283 (2016)

    Article  MathSciNet  Google Scholar 

  56. Xue, C., Shang, P., Jing, W.: Multifractal detrended cross-correlation analysis of BVP model time series. Nonlinear Dyn. 69(1–2), 263–273 (2012)

    Article  MathSciNet  Google Scholar 

  57. Yang, A.C., Hseu, S.S., Yien, H.W., Goldberger, A.L., Peng, C.K.: Linguistic analysis of the human heartbeat using frequency and rank order statistics. Phys. Rev. Lett. 90(10), 108103 (2003)

    Article  Google Scholar 

  58. Yang, P., Shang, P.: Recurrence quantity analysis based on matrix eigenvalues. Commun. Nonlinear Sci. Numer. Simul. 59, 15–29 (2018)

    Article  MathSciNet  Google Scholar 

  59. Yang, Y., Yu, D., Cheng, J.: A roller bearing fault diagnosis method based on EMD energy entropy and ann. J. Sound Vib. 294(1–2), 269–277 (2006)

    Google Scholar 

  60. Yin, Y., Shang, P.: Weighted permutation entropy based on different symbolic approaches for financial time series. Physica A 443, 137–148 (2016)

    Article  Google Scholar 

  61. Zhou, W.X.: Multifractal detrended cross-correlation analysis for two nonstationary signals. Phys. Rev. E 77(6), 066211 (2008)

    Article  Google Scholar 

Download references

Acknowledgements

The financial supports from the funds of the Fundamental Research Funds for the Central Universities (2018JBZ104, 2018YJS174), the China National Science (61771035) and the Beijing National Science (4162047) are gratefully acknowledged.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Lei Rong.

Ethics declarations

Conflicts of interest

The authors declare that they have no conflict of interest concerning the publication of this manuscript.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Rong, L., Shang, P. Fractional empirical mode decomposition energy entropy based on segmentation and its application to the electrocardiograph signal. Nonlinear Dyn 94, 1669–1687 (2018). https://doi.org/10.1007/s11071-018-4448-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11071-018-4448-y

Keywords

Navigation