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Recurrence period density entropy : ウィキペディア英語版
Recurrence period density entropy
Recurrence period density entropy (RPDE) is a method, in the fields of dynamical systems, stochastic processes, and time series analysis, for determining the periodicity, or repetitiveness of a signal.
== Overview ==
Recurrence period density entropy is useful for characterising the extent to which a time series repeats the same sequence, and is therefore similar to linear autocorrelation and time delayed mutual information, except that it measures repetitiveness in the phase space of the system, and is thus a more reliable measure based upon the dynamics of the underlying system that generated the signal. It has the advantage that it does not require the assumptions of linearity, Gaussianity or dynamical determinism. It has been successfully used to detect abnormalities in biomedical contexts such as speech signal.〔M. Little, P. McSharry, I. Moroz, S. Roberts (2006)
(Nonlinear, Biophysically-Informed Speech Pathology Detection )
in 2006 IEEE International Conference on Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings.: Toulouse, France. pp. II-1080-II-1083.〕〔M.A. Little, P.E. McSharry, S.J. Roberts, D.A.E. Costello, I.M. Moroz (2007) (Exploiting Nonlinear Recurrence and Fractal Scaling Properties for Voice Disorder Detection ), BioMedical Engineering OnLine, 6:23〕
The RPDE value \scriptstyle H_\mathrm is a scalar in the range zero to one. For purely periodic signals, \scriptstyle H_\mathrm=0, whereas for purely i.i.d., uniform white noise, \scriptstyle H_\mathrm \approx 1.〔

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