Amplitude-aware permutation entropy: Illustration in spike detection and signal segmentation

Abstract

Background and objective: Signal segmentation and spike detection are two important biomedical signal processing applications. Often, non-stationary signals must be segmented into piece-wise stationary epochs or spikes need to be found among a background of noise before being further analyzed. Permutation entropy (PE) has been proposed to evaluate the irregularity of a time series. PE is conceptually simple, structurally robust to artifacts, and computationally fast. It has been extensively used in many applications, but it has two key shortcomings. First, when a signal is symbolized using the Bandt-Pompe procedure, only the order of the amplitude values is considered and information regarding the amplitudes is discarded. Second, in the PE, the effect of equal amplitude values in each embedded vector is not addressed. To address these issues, we propose a new entropy measure based on PE: the amplitude-aware permutation entropy (AAPE).

Methods: AAPE is sensitive to the changes in the amplitude, in addition to the frequency, of the signals thanks to it being more flexible than the classical PE in the quantification of the signal motifs. To demonstrate how the AAPE method can enhance the quality of the signal segmentation and spike detection, a set of synthetic and realistic synthetic neuronal signals, electroencephalograms and neuronal data are processed. We compare the performance of AAPE in these problems against state-of-the-art approaches and evaluate the significance of the differences with a repeated ANOVA with post hoc Tukey's test.

Results: In signal segmentation, the accuracy of AAPE-based method is higher than conventional segmentation methods. AAPE also leads to more robust results in the presence of noise. The spike detection results show that AAPE can detect spikes well, even when presented with single-sample spikes, unlike PE. For multi-sample spikes, the changes in AAPE are larger than in PE.

Conclusion: We introduce a new entropy metric, AAPE, that enables us to consider amplitude information in the formulation of PE. The AAPE algorithm can be used in almost every irregularity-based application in various signal and image processing fields. We also made freely available the Matlab code of the AAPE.

Keywords: Amplitude-aware permutation entropy; Electroencephalogram; Extracellular neuronal data; Signal irregularity; Signal segmentation; Spike detection.