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Ordinal pattern-based approaches have great potential to capture intrinsic structures of dynamical systems, and therefore, they continue to be developed in various research fields. Among these, the permutation entropy (PE), defined as the Shannon entropy of ordinal probabilities, is an attractive time series complexity measure. Several multiscale variants (MPE) have been proposed in order to bring out hidden structures at different time scales. Multiscaling is achieved by combining linear or nonlinear preprocessing with PE calculation. However, the impact of such a preprocessing on the PE values is not fully characterized. In a previous study, we have theoretically decoupled the contribution of specific signal models to the PE values from that induced by the inner correlations of linear preprocessing filters. A variety of linear filters such as the autoregressive moving average (ARMA), Butterworth, and Chebyshev were tested. The current work is an extension to nonlinear preprocessing and especially to data-driven signal decomposition-based MPE. The empirical mode decomposition, variational mode decomposition, singular spectrum analysis-based decomposition and empirical wavelet transform are considered. We identify possible pitfalls in the interpretation of PE values induced by these nonlinear preprocessing, and hence, we contribute to improving the PE interpretation. The simulated dataset of representative processes such as white Gaussian noise, fractional Gaussian processes, ARMA models and synthetic sEMG signals as well as real-life sEMG signals are tested. [ABSTRACT FROM AUTHOR]

Surface electromyography (sEMG) is a valuable technique that helps provide functional and structural information about the electric activity of muscles. As sEMG measures output of complex living systems characterized by multiscale and nonlinear behaviors, Multiscale Permutation Entropy (MPE) is a suitable tool for capturing useful information from the ordinal patterns of sEMG time series. In a previous work, a theoretical comparison in terms of bias and variance of two MPE variants—namely, the refined composite MPE (rcMPE) and the refined composite downsampling (rcDPE), was addressed. In the current paper, we assess the superiority of rcDPE over MPE and rcMPE, when applied to real sEMG signals. Moreover, we demonstrate the capacity of rcDPE in quantifying fatigue levels by using sEMG data recorded during a fatiguing exercise. The processing of four consecutive temporal segments, during biceps brachii exercise maintained at 70% of maximal voluntary contraction until exhaustion, shows that the 10th-scale of rcDPE was capable of better differentiation of the fatigue segments. This scale actually brings the raw sEMG data, initially sampled at 10 kHz, to the specific 0–500 Hz sEMG spectral band of interest, which finally reveals the inner complexity of the data. This study promotes good practices in the use of MPE complexity measures on real data. [ABSTRACT FROM AUTHOR]

Permutation Entropy (PE) is a powerful tool for measuring the amount of information contained within a time series. However, this technique is rarely applied directly on raw signals. Instead, a preprocessing step, such as linear filtering, is applied in order to remove noise or to isolate specific frequency bands. In the current work, we aimed at outlining the effect of linear filter preprocessing in the final PE values. By means of the Wiener–Khinchin theorem, we theoretically characterize the linear filter's intrinsic PE and separated its contribution from the signal's ordinal information. We tested these results by means of simulated signals, subject to a variety of linear filters such as the moving average, Butterworth, and Chebyshev type I. The PE results from simulations closely resembled our predicted results for all tested filters, which validated our theoretical propositions. More importantly, when we applied linear filters to signals with inner correlations, we were able to theoretically decouple the signal-specific contribution from that induced by the linear filter. Therefore, by providing a proper framework of PE linear filter characterization, we improved the PE interpretation by identifying possible artifact information introduced by the preprocessing steps. [ABSTRACT FROM AUTHOR]

Multiscale Permutation Entropy (MPE) analysis is a powerful ordinal tool in the measurement of information content of time series. MPE refinements, such as Composite MPE (cMPE) and Refined Composite MPE (rcMPE), greatly increase the precision of the entropy estimation by modifying the original method. Nonetheless, these techniques have only been proposed as algorithms, and are yet to be described from the theoretical perspective. Therefore, the purpose of this article is two-fold. First, we develop the statistical theory behind cMPE and rcMPE. Second, we propose an alternative method, Refined Composite Downsampling Permutation Entropy (rcDPE) to further increase the entropy estimation's precision. Although cMPE and rcMPE outperform MPE when applied on uncorrelated noise, the results are higher than our predictions due to inherent redundancies found in the composite algorithms. The rcDPE method, on the other hand, not only conforms to our theoretical predictions, but also greatly improves over the other methods, showing the smallest bias and variance. By using MPE, rcMPE and rcDPE to classify faults in bearing vibration signals, rcDPE outperforms the multiscaling methods, enhancing the difference between faulty and non-faulty signals, provided we apply a proper anti-aliasing low-pass filter at each time scale. [ABSTRACT FROM AUTHOR]

Permutation Entropy (PE) and Multiscale Permutation Entropy (MPE) have been extensively used in the analysis of time series searching for regularities. Although PE has been explored and characterized, there is still a lack of theoretical background regarding MPE. Therefore, we expand the available MPE theory by developing an explicit expression for the estimator's variance as a function of time scale and ordinal pattern distribution. We derived the MPE Cramér–Rao Lower Bound (CRLB) to test the efficiency of our theoretical result. We also tested our formulation against MPE variance measurements from simulated surrogate signals. We found the MPE variance symmetric around the point of equally probable patterns, showing clear maxima and minima. This implies that the MPE variance is directly linked to the MPE measurement itself, and there is a region where the variance is maximum. This effect arises directly from the pattern distribution, and it is unrelated to the time scale or the signal length. The MPE variance also increases linearly with time scale, except when the MPE measurement is close to its maximum, where the variance presents quadratic growth. The expression approaches the CRLB asymptotically, with fast convergence. The theoretical variance is close to the results from simulations, and appears consistently below the actual measurements. By knowing the MPE variance, it is possible to have a clear precision criterion for statistical comparison in real-life applications. [ABSTRACT FROM AUTHOR]