2005/01/21 by P. A. Varotsos, N. V. Sarlis, E. S. Skordas +1
Physics and Astronomy · #physics.data-an #physics.bio-ph
paper · pdf · doi:10.1103/physreve.70.011106
published as Phys. Rev. E 70, 011106 (2004) · Published in Physical Review E
arxiv created 2005/01/21 · arxiv updated 2009/12/01
A surrogate data analysis is presented, which is based on the fluctuations of the ``entropy'' S defined in the natural time-domain [Phys. Rev. E \bf 68, 031106, 2003]. This entropy is not a static one as, for example, the Shannon entropy. The analysis is applied to three types of time-series, i.e., seismic electric signals, ``artificial'' noises and electrocardiograms, and ``recognizes'' the non-Markovianity in all these signals. Furthermore, it differentiates the electrocardiograms of healthy humans from those of the sudden cardiac death ones. If δS and δSshuf denote the standard deviation when calculating the entropy by means of a time-window sweeping through the original data and the ``shuffled'' (randomized) data, respectively, it seems that the ratio δSshuf/δS plays a key-role. The physical meaning of δSshuf is investigated.