Improvement of Statistical Performance of Ordinal Multiscale Entropy Techniques Using Refined Composite Downsampling Permutation Entropy.

Fault diagnosis of rotating machinery is vital to identify incipient failures and avoid unexpected downtime in industrial systems. This paper proposes a new rolling bearing fault diagnosis method by integrating the fine-to-coarse multiscale permutation entropy (F2CMPE), Laplacian score (LS) and support vector machine (SVM). A novel entropy measure, named F2CMPE, was proposed by calculating permutation entropy via multiple-scale fine-grained and coarse-grained signals based on the wavelet packet decomposition. The entropy measure estimates the complexity of time series from both low- and high-frequency components. Moreover, the F2CMPE mitigates the drawback of producing time series with sharply reduced data length via the coarse-grained procedure in the conventional composite multiscale permutation entropy (CMPE). The comparative performance of the F2CMPE and CMPE is investigated by analyzing the synthetic and experimental signals for entropy-based feature extraction. In the proposed bearing fault diagnosis method, the F2CMPE is first used to extract the entropy-based features from bearing vibration signals. Then, LS and SVM are used for selection of features and fault classification, respectively. Finally, the effectiveness of the proposed method is verified for rolling bearing fault diagnosis using experimental vibration data sets, and the results have demonstrated the capability of the proposed method to recognize and identify the bearing fault patterns under different fault states and severity levels.

A method based on compound multiscale permutation entropy, support vector machine, and particle swarm optimization for roller bearings fault diagnosis was presented in this study. Firstly, the roller bearings vibration signals under different conditions were decomposed into permutation entropy values by the multiscale permutation entropy and compound multiscale permutation entropy methods. The compound multiscale permutation entropy model combined the different graining sequence information under each scale factor. The average value of each scale factor was regarded as the final entropy value in the compound multiscale permutation entropy model. The compound multiscale permutation entropy model suppressed the shortcomings of poor stability caused by the length of the original signals in the multiscale permutation entropy model. Validity and accuracy are considered in the numerical experiments, and then compared with the computational efficiency of the multiscale permutation entropy method. Secondly, the entropy values of the multiscale permutation entropy/compound multiscale permutation entropy under different scales are regarded as the input of the particle swarm optimization–support vector machine models for fulfilling the fault identification, the classification accuracy is used to verify the effectiveness of the multiscale permutation entropy/compound multiscale permutation entropy with particle swarm optimization–support vector machine. Finally, the experimental results show that the classification accuracy of the compound multiscale permutation entropy model is higher than that of the multiscale permutation entropy.

Quantifying the complexity of the EEG signal during prolonged wakefulness and during sleep is gaining interest as an additional mean to characterize the mechanisms associated with sleep and wakefulness regulation. Here, we characterized how EEG complexity, as indexed by Multiscale Permutation Entropy (MSPE), changed progressively in the evening prior to light off and during the transition from wakefulness to sleep. We further explored whether MSPE was able to discriminate between wakefulness and sleep around sleep onset and whether MSPE changes were correlated with spectral measures of the EEG related to sleep need during concomitant wakefulness (theta power-Ptheta: 4-8 Hz). To address these questions, we took advantage of large datasets of several hundred of ambulatory EEG recordings of individual of both sexes aged 25-101 years. Results show that MSPE significantly decreases before light off (i.e. before sleep time) and in the transition from wakefulness to sleep onset. Furthermore, MSPE allows for an excellent discrimination between pre-sleep wakefulness and early sleep. Finally, we show that MSPE is correlated with concomitant Ptheta. Yet, the direction of the latter correlation changed from before light-off to the transition to sleep. Given the association between EEG complexity and consciousness, MSPE may track efficiently putative changes in consciousness preceding sleep onset. An MSPE stands as a comprehensive measure that is not limited to a given frequency band and reflects a progressive change brain state associated with sleep and wakefulness regulation. It may be an effective mean to detect when the brain is in a state close to sleep onset.

Financial time series analysis using the relation between MPE and MWPE

A new rolling bearing fault diagnosis approach based on multiscale permutation entropy (MPE), Laplacian score (LS), and support vector machines (SVMs) is proposed in this paper. Permutation entropy (PE) was recently proposed and defined to measure the randomicity and detect dynamical changes of time series. However, for the complexity of mechanical systems, the randomicity and dynamic changes of the vibration signal will exist in different scales. Thus, the definition of MPE is introduced and employed to extract the nonlinear fault characteristics from the bearing vibration signal in different scales. Besides, the SVM is utilized to accomplish the fault feature classification to fulfill diagnostic procedure automatically. Meanwhile, in order to avoid a high dimension of features, the Laplacian score (LS) is used to refine the feature vector by ranking the features according to their importance and correlations with the main fault information. Finally, the rolling bearing fault diagnosis method based on MPE, LS, and SVM is proposed and applied to the experimental data. The experimental data analysis results indicate that the proposed method could identify the fault categories effectively.

It is an important practical problem to accurately recognize whether biological tissue is denatured during high intensity focused ultrasound (HIFU) treatment. Ultrasonic scattering echo signals are related to some physical properties of biological tissues. According to the characteristics of ultrasonic scattering echo signals, the recognition of denatured biological tissues is studied based on the variational mode decomposition (VMD) and multi-scale permutation entropy (MPE) in this paper. The ultrasonic echo signals are decomposed into various modal components by the VMD. The noise components and the useful components are separated according to the power spectrum information entropy of various modal components. The separated useful signals are reconstructed and the MPE are extracted. Furthermore, Gustafson-Kessel (GK) fuzzy clustering analysis is employed to obtain the standard clustering center, and the recognition of denatured biological tissues is carried out by Euclid approach degree and principle of proximity. The proposed method is applied to ultrasonic scattering echo signal during HIFU treatment. In order to determine the parameters of MPE algorithm for ultrasonic scattering echo signals, the embedding dimension of the MPE is discussed, and the scale factor of the MPE algorithm is optimized by genetic algorithm. When the delay time and the embedding dimension are 2 and 7 respectively, the MPE values decrease with scale factor increasing. Assuming that the scale factor is 12 from optimization results, the 293 ultrasonic scattering echo signals from normal tissues and denatured tissues are analyzed by the MPE. It is found that the MPE values of the denatured tissues are higher than those of the normal tissues. The MPE can be used to distinguish normal tissues and denatured tissues. Comparing with the recognition methods of the EMD-MPE-GK fuzzy clustering method and the VMD-WE-GK fuzzy clustering, the proposed method has good clustering performance and separability. Its partition coefficient (PC) is close to 1 and the Xie-Beni (XB) index is smaller. There are fewer feature points in the overlap region between MPE features of denatured tissues and normal tissues. The recognition results of denatured biological tissues in this experimental environment show that the recognition rate based on this method is higher, reaching up to 93.81%.

Dynamic characteristics of absence EEG recordings with multiscale permutation entropy analysis

Electroencephalography (EEG) is considered the output of a brain and it is a bioelectrical signal with multiscale and nonlinear properties. Motor Imagery EEG (MI-EEG) not only has a close correlation with the human imagination and movement intention but also contains a large amount of physiological or disease information. As a result, it has been fully studied in the field of rehabilitation. To correctly interpret and accurately extract the features of MI-EEG signals, many nonlinear dynamic methods based on entropy, such as Approximate Entropy (ApEn), Sample Entropy (SampEn), Fuzzy Entropy (FE), and Permutation Entropy (PE), have been proposed and exploited continuously in recent years. However, these entropy-based methods can only measure the complexity of MI-EEG based on a single scale and therefore fail to account for the multiscale property inherent in MI-EEG. To solve this problem, Multiscale Sample Entropy (MSE), Multiscale Permutation Entropy (MPE), and Multiscale Fuzzy Entropy (MFE) are developed by introducing scale factor. However, MFE has not been widely used in analysis of MI-EEG, and the same parameter values are employed when the MFE method is used to calculate the fuzzy entropy values on multiple scales. Actually, each coarse-grained MI-EEG carries the characteristic information of the original signal on different scale factors. It is necessary to optimize MFE parameters to discover more feature information. In this paper, the parameters of MFE are optimized independently for each scale factor, and the improved MFE (IMFE) is applied to the feature extraction of MI-EEG. Based on the event-related desynchronization (ERD)/event-related synchronization (ERS) phenomenon, IMFE features from multi channels are fused organically to construct the feature vector. Experiments are conducted on a public dataset by using Support Vector Machine (SVM) as a classifier. The experiment results of 10-fold cross-validation show that the proposed method yields relatively high classification accuracy compared with other entropy-based and classical time–frequency–space feature extraction methods. The t-test is used to prove the correctness of the improved MFE.

Ship-radiated noise is one of the important signal types under the complex ocean background, which can well reflect physical properties of ships. As one of the valid measures to characterize the complexity of ship-radiated noise, permutation entropy (PE) has the advantages of high efficiency and simple calculation. However, PE has the problems of missing amplitude information and single scale. To address the two drawbacks, refined composite multi-scale reverse weighted PE (RCMRWPE), as a novel measurement technology of describing the signal complexity, is put forward based on refined composite multi-scale processing (RCMP) and reverse weighted PE (RWPE). RCMP is an improved method of coarse-graining, which not only solves the problem of single scale, but also improves the stability of traditional coarse-graining; RWPE has been proposed more recently, and has better inter-class separability and robustness performance to noise than PE, weighted PE (WPE), and reverse PE (RPE). Additionally, a feature extraction scheme of ship-radiated noise is proposed based on RCMRWPE, furthermore, RCMRWPE is combined with discriminant analysis classifier (DAC) to form a new classification method. After that, a large number of comparative experiments of feature extraction schemes and classification methods with two artificial random signals and six ship-radiated noise are carried out, which show that the proposed feature extraction scheme has better performance in distinguishing ability and stability than the other three similar feature extraction schemes based on multi-scale PE (MPE), multi-scale WPE (MWPE), and multi-scale RPE (MRPE), and the proposed classification method also has the highest recognition rate.

Considering the diversity, complexity and uncertainty existing in bearing vibrations, an extended intelligent identification paradigm for bearing faults was proposed based on multiscale permutation entropy (MPE) and extension theory. MPE can reflect the random degree and detect the dynamic mutation of time series over subsequent scales, while extension theory provides an approach to address the extensibility and regularity of complicated problems. In the present paradigm, MPE was employed to compute the entropies over multiple scales as an original feature vector to represent bearing vibrations, which were then graded using Fisher ratio to choose the most informative features. The chosen features were exploited to determine the classical domain and joint domain of matter elements associated with various bearing health conditions. Bearing fault pattern was assigned to the one with maximum dependence degree among the afore-constructed matter elements. An experiment was conducted on an electrical motor involving four bearing conditions including normal, inner race, outer race and rolling element faults. The test was repeated 100 times with an averaged rate of 92.2% by the proposed method which outperforms the method using multiscale sample entropy and extension theory.

Heart rate variability (HRV) signals provide a non-invasive way of analyzing the functioning of the autonomic nervous system (ANS), providing important information on how mental states affect the body. This study focused on how HRV features change during meditation compared to pre-meditation states. In this work, we propose analysis of HRV signals using nonlinear features including the detrended fluctuation analysis, the Hurst exponent, the approximation entropy, the degree of distribution, and the multiscale permutation entropy. The analysis was performed on the publicly available databases [1] which consists of HRV signals of subjects before and after practice of Chi meditation and Kundalini Yoga. The proposed study shows that there is a characteristic variation in both meditation states, which indicates enhanced parasympathetic activity and reduced stress levels during meditation. These changes underscore the potential of HRV analysis to quantify the physiological benefits of meditative practices and their impact on mental health and well-being.

In order to solve the shortcoming of multi-scale weighted permutation entropy ignoring high-frequency components, this paper proposes a new nonlinear dynamics analysis method, which is called hierarchical weighted permutation entropy. This method can fully and accurately reflect the low-frequency and high-frequency information of the time series. Based on this, a new intelligent fault diagnosis method for common rail injector based on hierarchical weighted permutation entropy and LSSVM is proposed. Through simulation signal and experimental data analysis, the proposed method is compared with the fault diagnosis method based on multi-scale permutation entropy and multi-scale weighted permutation entropy. The results show that HWPE can more comprehensively reflect the fault information and the proposed diagnosis method has a higher fault recognition rate and stronger robustness.

A comparative study of four multi-scale entropies combined with grey relational degree in classification of ship-radiated noise

The slope fitting line between MPE (multi-scale permutation entropy) and MWPE (multi-scale weighted permutation entropy) is recently proposed as a discriminant statistic for testing the nonlinearity of a time series. The main objective of this paper is to demonstrate that the selection of the optimal parameters of the non-uniform embedding is essential for the proposed discriminant statistic. In particular, the presented case studies indicate that the modified discriminant statistic based on non-uniform embedding can detect differences between such time series which remain indistinguishable if the original approach is used.

Intelligent forecasting model of stock price using neighborhood rough set and multivariate empirical mode decomposition