Fuzzy Dispersion Entropy: A Nonlinear Measure for Signal Analysis

Entropy is a powerful tool for nonlinear analysis of time series. We have recently introduced dispersion entropy (DispEn), which has widely drawn attention from researchers in a variety of settings in data analysis. However, DispEn is sensitive to its parameters, especially number of classes (quantization level). Additionally, in some cases, a small change in the signal amplitude due to noise changes the quantized series and so entropy value. To address these limitations, we develop fuzzy dispersion entropy (FuzzDispEn) on the basis of fuzzy membership functions for the quantization of a signal and Shannon entropy (ShEn). In FuzzDispEn, the concept of fuzzification in ShEn-based methods is introduced for the first time. Several straightforward concepts in signal processing using a set of time series were utilized to show the advantages of FuzzDispEn over DispEn in terms of the detection of the dynamical variability of signals. The results showed that FuzzDispEn has lower sensitivity to noise and signal length compared to DispEn. FuzzDispEn was also applied to five real world applications: mechanical fault detection in gearbox, fault diagnosis of rolling element bearings, damage level detection of bearings, detection of blood pressure in salt-sensitive rats, and detection of seizure and seizure-free electroencephalographics (EEGs). The results suggest that FuzzDispEn outperforms DispEn as well as popular sample entropy and permutation entropy in distinguishing different kinds of dynamical patterns in synthetic and real data.