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The Impact of Linear Filter Preprocessing in the Interpretation of Permutation Entropy

Antonio Dávalos Meryem Jabloun Philippe Ravier 1, 2 Olivier Buttelli 
2 IRAuS/Signal
PRISME - Laboratoire Pluridisciplinaire de Recherche en Ingénierie des Systèmes, Mécanique et Energétique
Abstract : Permutation Entropy (PE) is a powerful tool for measuring the amount of information contained within a time series. However, this technique is rarely applied directly on raw signals. Instead, a preprocessing step, such as linear filtering, is applied in order to remove noise or to isolate specific frequency bands. In the current work, we aimed at outlining the effect of linear filter preprocessing in the final PE values. By means of the Wiener–Khinchin theorem, we theoretically characterize the linear filter’s intrinsic PE and separated its contribution from the signal’s ordinal information. We tested these results by means of simulated signals, subject to a variety of linear filters such as the moving average, Butterworth, and Chebyshev type I. The PE results from simulations closely resembled our predicted results for all tested filters, which validated our theoretical propositions. More importantly, when we applied linear filters to signals with inner correlations, we were able to theoretically decouple the signal-specific contribution from that induced by the linear filter. Therefore, by providing a proper framework of PE linear filter characterization, we improved the PE interpretation by identifying possible artifact information introduced by the preprocessing steps.
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Submitted on : Monday, January 10, 2022 - 5:28:20 PM
Last modification on : Saturday, June 25, 2022 - 10:13:26 AM

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Antonio Dávalos, Meryem Jabloun, Philippe Ravier, Olivier Buttelli. The Impact of Linear Filter Preprocessing in the Interpretation of Permutation Entropy. Entropy, MDPI, 2021, 23 (7), pp.787. ⟨10.3390/e23070787⟩. ⟨hal-03519916⟩



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