Key result
A systematic comparison of 125 complexity indices identified a subset, including ShanEn (D) and MSWPEn, that offer a complimentary choice for quantifying the complexity of time series.
Why the study?
Few studies compare the relationship and objective performance of the plethora of existing complexity metrics, hindering reproducibility, replicability, consistency, and clarity in the field.
This study provides a systematic comparison of 125 complexity indices to guide the selection of appropriate metrics for time series analysis in psychophysiology.
May guide complexity metric selection for cardiovascular time series; leaves open outcome validation in clinical cohorts.
Complexity quantification, through entropy, information and fractal dimension indices, is gaining a renewed traction in psychophysiology, as new measures with promising qualities emerge from the computational and mathematical advances. Unfortunately, few studies compare the relationship and objective performance of the plethora of existing metrics, in turn hindering reproducibility, replicability, consistency, and clarity in the field. In this study, we systematically compared 125 indices of complexity by their computational weight, their representativeness of a multidimensional space of latent dimensions, and empirical proximity with other indices. We propose that a selection of indices, including ShanEn (D), MSWPEn, CWPEn, FuzzyMSEn, AttEn, NLDFD, Hjorth, MFDFA (Width), MFDFA (Max), MFDFA (Mean), SVDEn, MFDFA (Increment), might offer a complimentary choice in regards to the quantification of the complexity of time series.
No takes yet. Share an insight, caveat, or question.
Makowski et al. (2022) studied this question. 125 indices of complexity was evaluated on Computational weight, representativeness of latent dimensions, and empirical proximity. A systematic comparison of 125 complexity indices identified a subset, including ShanEn (D) and MSWPEn, that offer a complimentary choice for quantifying the complexity of time series.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: