I have time-series data of biomedical signals for normal and anomaly people. If I use Sample entropy(SE) as a biomarker to classify them, what are necessary things I have to know apriori before proceeding with SE calculations?
Entropy, as it relates to dynamical systems, is the rate of information production. Methods for estimation of the entropy of a system represented by a time series are not, however, well suited to the analysis of the short and noisy data sets encountered in cardiovascular and other biological studies.
Entropy is associated with the level of information in a system. The more the entropy of a system the more information in the system. Maximum entropy is often used as an information criterion. For instance there are maximum entropy estimates of the parameters of an autoregressive model proposed by Burg.