Figure 4

Empirical Mode Decomposition and Multiscale Sample Entropy. (a) Example of EMD analysis of a time series and of the fine-to-coarse EMD procedure. The 4 panels show the EMD for the Pair 3, pole condition plant (see Table 1). From top to bottom, each panel shows: full time series (green), six IMFs (blue), and Rest of signal (red). Light blue squares show IMFs that are included in each Scale generated by a fine-to-coarse EMD procedure. Left panel represents Scale 1 including IMFs 1 to 6 (the whole signal). Second to left panel represents Scale 2 including IMFs 2 to 6 after subtracting the highest frequency component (IMF 1). Second to right panel represents Scale 3 including IMFs 3 to 6 after subtracting the two highest frequency components (IMFs 1 and 2). Right panel represents Scale 4 including IMFs 4 to 6 after subtracting the three highest frequency components (IMFs 1, 2, and 3). (b) EMD-based MSE (m = 2, r = .25) for all windows and scales. Left chart shows no-pole condition. Right chart shows pole condition. General reduction of the average magnitude of SampEn is observed for both conditions. The average magnitude of SampEn is preserved across scales 2 and 3 for windows 3, 4, and 6 in pole condition.