Effects of Noise on the Approximate Entropy of Fractional Brownian Motion Sequence

Abstract:

Approximate entropy is a widely used technique to measure system complexity or regularity. In this paper, the effects of noise on the approximate entropy of fractional Brownian motion were investigated by some factors including the value of Hurst exponent, different noise type and coefficients. The results show that the values of approximate entropy of fractional Brownian motion decrease with the increase of Hurst exponent. The values increase in different degree after adding white noise in the sequence of fractional Brownian motion, and tend to be stable with the data lengthened. Meanwhile, the values of approximate entropy of mixed sequence change obviously by adding Poisson noise, while multiplying the coefficients of Poisson noise, the effects on the approximate entropy become greater.

• Periodical: Applied Mechanics and Materials (Volumes 444-445)
• Pages: 698-702
• DOI: https://doi.org/10.4028/www.scientific.net/AMM.444-445.698
• Online since: October 2013
• Authors: Xu Yi Hu, Li Wan, Dan Ying Xie
• Keywords: Approximate Entropy (ApEn), Fractional Brownian Motion (FBM), Hurst Exponent, Noise

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