Maximum approximate entropy and r threshold: A new approach for   regularity changes detection
  Approximate entropy (ApEn) has been widely used as an estimator of regularity in many scientific fields. It has proved to be a useful tool because of its ability to distinguish different system's dynamics when there is only available short-length noisy data. Incorrect parameter selection (embedding dimension $m$, threshold $r$ and data length $N$) and the presence of noise in the signal can undermine the ApEn discrimination capacity. In this work we show that $r_{max}$ ($ApEn(m,r_{max},N)=ApEn_{max}$) can also be used as a feature to discern between dynamics. Moreover, the combined use of $ApEn_{max}$ and $r_{max}$ allows a better discrimination capacity to be accomplished, even in the presence of noise. We conducted our studies using real physiological time series and simulated signals corresponding to both low- and high-dimensional systems. When $ApEn_{max}$ is incapable of discerning between different dynamics because of the noise presence, our results suggest that $r_{max}$ provides additional information that can be useful for classification purposes. Based on cross-validation tests, we conclude that, for short length noisy signals, the joint use of $ApEn_{max}$ and $r_{max}$ can significantly decrease the misclassification rate of a linear classifier in comparison with their isolated use. 
Juan F. Restrepo, Gast\'on Schlotthauer, Mar\'ia E. Torres
nlin.CD