A New Method Assessing Signal Regularity
Weiting Chen, Wangxin Yu, Guitao Cao · 2009
In this paper, we put forward a new method to measure the regularity of a time series. Through a sliding observation window, the relative probability of evolvement patterns (RPEP) of a time series can be monitored as a function of time. Summing up the probability of all those patterns representing regularity evolvement, we get the index Dreg. The higher the Dreg is, the more regular the time series appears. As the calculation of EP and Dreg is quite easy and fast, the method provides a convenient way to assess signal regularity and can be applied to online analysis.