Considerations for Applying Entropy Methods to Temporally Correlated Stochastic Datasets

Entropy (Basel). 2023 Feb 7;25(2):306. doi: 10.3390/e25020306.

Abstract

The goal of this paper is to highlight considerations and provide recommendations for analytical issues that arise when applying entropy methods, specifically Sample Entropy (SampEn), to temporally correlated stochastic datasets, which are representative of a broad range of biomechanical and physiological variables. To simulate a variety of processes encountered in biomechanical applications, autoregressive fractionally integrated moving averaged (ARFIMA) models were used to produce temporally correlated data spanning the fractional Gaussian noise/fractional Brownian motion model. We then applied ARFIMA modeling and SampEn to the datasets to quantify the temporal correlations and regularity of the simulated datasets. We demonstrate the use of ARFIMA modeling for estimating temporal correlation properties and classifying stochastic datasets as stationary or nonstationary. We then leverage ARFIMA modeling to improve the effectiveness of data cleaning procedures and mitigate the influence of outliers on SampEn estimates. We also emphasize the limitations of SampEn to distinguish among stochastic datasets and suggest the use of complementary measures to better characterize the dynamics of biomechanical variables. Finally, we demonstrate that parameter normalization is not an effective procedure for increasing the interoperability of SampEn estimates, at least not for entirely stochastic datasets.

Keywords: biomechanics; dynamical systems theory; entropy; human movement; information theory; sample entropy; temporal correlations.