Fuzzy recurrence entropy

Abstract

Recurrence is inherent in complex time series. Entropy of recurrence is utilized as a basis of nonlinear time-series analysis for quantifying characteristics and behaviors of dynamical systems. This paper introduces two measures of entropy of a fuzzy recurrence plot derived from the formulations of the Shannon fuzzy entropy and entropy of a fuzzy set. The two measures of fuzzy recurrence entropy were applied to the analysis of two physiologic datasets and another one in psychotherapy. Results obtained in this study suggest that fuzzy recurrence entropy is a useful tool for studying time series in physiology and mental disorders.