Slope Entropy Characterisation: The Role of the Delta Parameter

[EN] Many time series entropy calculation methods have been proposed in the last few years. They are mainly used as numerical features for signal classification in any scientific field where data series are involved. We recently proposed a new method, Slope Entropy (SlpEn), based on the relative fre...

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Detalhes bibliográficos
Autores: Kouka, Mahdy, Cuesta Frau, David|||0000-0002-0076-0515
Formato: artículo
Fecha de publicación:2022
País:España
Recursos:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/194987
Acesso em linha:https://riunet.upv.es/handle/10251/194987
Access Level:acceso abierto
Palavra-chave:Slope entropy
Time series classification
Parameter optimisation
Permutation entropy
ARQUITECTURA Y TECNOLOGIA DE COMPUTADORES
Descrição
Resumo:[EN] Many time series entropy calculation methods have been proposed in the last few years. They are mainly used as numerical features for signal classification in any scientific field where data series are involved. We recently proposed a new method, Slope Entropy (SlpEn), based on the relative frequency of differences between consecutive samples of a time series, thresholded using two input parameters, gamma and delta. In principle, delta was proposed to account for differences in the vicinity of the 0 region (namely, ties) and, therefore, was usually set at small values such as 0.001. However, there is no study that really quantifies the role of this parameter using this default or other configurations, despite the good SlpEn results so far. The present paper addresses this issue, removing delta from the SlpEn calculation to assess its real influence on classification performance, or optimising its value by means of a grid search in order to find out if other values beyond the 0.001 value provide significant time series classification accuracy gains. Although the inclusion of this parameter does improve classification accuracy according to experimental results, gains of 5% at most probably do not support the additional effort required. Therefore, SlpEn simplification could be seen as a real alternative.