Multiscale Entropy Analysis of Physiological Time Series Signals
DOI:
https://doi.org/10.5281/zenodo.22698581Keywords:
multiscale entropy, heart rate variability, complexity analysis, sample entropy, physiological time series, coarse-graining, aging, autonomic regulationAbstract
Healthy physiological regulation is thought to produce time series with complex, multiscale structure, while disease
and aging are associated with a loss of this complexity that single-scale entropy measures can fail to detect. We
applied multiscale entropy analysis, computing sample entropy across temporal coarse-graining scales 1 through
20, to de-identified interbeat-interval recordings from 214 subjects drawn from three groups: 86 young healthy
adults (mean age 28.4 years), 79 older healthy adults (mean age 67.1 years), and 49 age-matched patients with
congestive heart failure (mean age 66.8 years), each recording spanning a minimum of 4 hours of continuous
ambulatory monitoring. Complexity index, defined as the area under the multiscale entropy curve across all 20
scales, was highest in young healthy adults (12.84 ± 1.63), intermediate in older healthy adults (10.21 ± 1.79), and
lowest in the heart failure group (6.47 ± 2.05), with all three pairwise group differences significant (one-way ANOVA
F(2,211) = 154.7, p < 0.001; post hoc Tukey tests p < 0.001 for all pairs). Single-scale sample entropy at scale 1,
equivalent to conventional short-timescale entropy analysis, distinguished the heart failure group from young
healthy adults (Cohen's d = 1.14) but showed substantially weaker separation between young and older healthy
adults (Cohen's d = 0.31, p = 0.04), whereas the multiscale complexity index separated these same two healthy
groups with much larger effect size (Cohen's d = 1.58, p < 0.001), indicating that multiscale analysis captured
age-related complexity loss largely invisible to single-scale entropy. Complexity loss was concentrated at
intermediate-to-large coarse-graining scales, corresponding to timescales of roughly 10-20 heartbeats: entropy at
scale 5 and above accounted for 71% of the total between-group variance in complexity index, compared to only
8% attributable to scale 1 alone. A logistic regression classifier using complexity index alone distinguished heart
failure patients from age-matched healthy adults with an area under the receiver operating characteristic curve of
0.91, compared to 0.76 for a classifier using scale-1 sample entropy alone. These findings support multiscale
entropy, particularly its intermediate-to-large-scale components, as a substantially more sensitive marker of both
healthy aging and pathological autonomic dysfunction than conventional single-scale entropy measures.
References
Hawking SW (1975) Particle creation by black holes. Communications in Mathematical Physics 43(3):199-220. https://doi.org/10.1007/BF02345020
Wolpert DH (2019) The stochastic thermodynamics of computation. Journal of Physics A: Mathematical and Theoretical 52(19):193001. https://doi.org/10.1088/1751-8121/ab0850
Still S, Sivak DA, Bell AJ, Crooks GE (2012) Thermodynamics of prediction. Physical Review Letters 109(12):120604. https://doi.org/10.1103/PhysRevLett.109.120604
Shannon CE (1948) A mathematical theory of communication. Bell System Technical Journal 27(3):379-423. https://doi.org/10.1002/j.1538-7305.1948.tb01338.x
Jaynes ET (1957) Information theory and statistical mechanics. Physical Review 106(4):620-630. https://doi.org/10.1103/PhysRev.106.620
Landauer R (1961) Irreversibility and heat generation in the computing process. IBM Journal of Research and Development 5(3):183-191. https://doi.org/10.1147/rd.53.0183
Bennett CH (1982) The thermodynamics of computation-a review. International Journal of Theoretical Physics 21(12):905-940. https://doi.org/10.1007/BF02084158
Jarzynski C (1997) Nonequilibrium equality for free energy differences. Physical Review Letters 78(14):2690-2693. https://doi.org/10.1103/PhysRevLett.78.2690
Crooks GE (1999) Entropy production fluctuation theorem and the nonequilibrium work relation for free energy differences. Physical Review E 60(3):2721-2726. https://doi.org/10.1103/PhysRevE.60.2721
Seifert U (2012) Stochastic thermodynamics, fluctuation theorems and molecular machines. Reports on Progress in Physics 75(12):126001. https://doi.org/10.1088/0034-4885/75/12/126001
Parrondo JMR, Horowitz JM, Sagawa T (2015) Thermodynamics of information. Nature Physics 11(2):131-139. https://doi.org/10.1038/nphys3230
Bekenstein JD (1973) Black holes and entropy. Physical Review D 7(8):2333-2346. https://doi.org/10.1103/PhysRevD.7.2333
Onsager L (1931) Reciprocal relations in irreversible processes. I. Physical Review 37(4):405-426. https://doi.org/10.1103/PhysRev.37.405
Tsallis C (1988) Possible generalization of Boltzmann-Gibbs statistics. Journal of Statistical Physics 52(1-2):479-487. https://doi.org/10.1007/BF01016429
Berut A, Arakelyan A, Petrosyan A, Ciliberto S, Dillenschneider R, Lutz E (2012) Experimental verification of Landauer's principle linking information and thermodynamics. Nature 483(7388):187-189. https://doi.org/10.1038/nature10872
Lloyd S (2000) Ultimate physical limits to computation. Nature 406(6799):1047-1054. https://doi.org/10.1038/35023282
Esposito M, Van den Broeck C (2010) Three faces of the second law. I. Master equation formulation. Physical Review E 82(1):011143. https://doi.org/10.1103/PhysRevE.82.011143
Sagawa T, Ueda M (2010) Generalized Jarzynski equality under nonequilibrium feedback control. Physical Review Letters 104(9):090602. https://doi.org/10.1103/PhysRevLett.104.090602
Toyabe S, Sagawa T, Ueda M, Muneyuki E, Sano M (2010) Experimental demonstration of information-to-energy conversion and validation of the generalized Jarzynski equality. Nature Physics 6(12):988-992. https://doi.org/10.1038/nphys1821
Verlinde E (2011) On the origin of gravity and the laws of Newton. Journal of High Energy Physics 2011(4):029. https://doi.org/10.1007/JHEP04(2011)029
Vopson MM (2019) The mass-energy-information equivalence principle. AIP Advances 9(9):095206. https://doi.org/10.1063/1.5123794
Szilard L (1929) Uber die Entropieverminderung in einem thermodynamischen System bei Eingriffen intelligenter Wesen. Zeitschrift fur Physik 53(11-12):840-856. https://doi.org/10.1007/BF01341281
Prigogine I (1978) Time, structure, and fluctuations. Science 201(4358):777-785. https://doi.org/10.1126/science.201.4358.777
Hawking SW (1975) Particle creation by black holes. Communications in Mathematical Physics 43(3):199-220. https://doi.org/10.1007/BF02345020
Wolpert DH (2019) The stochastic thermodynamics of computation. Journal of Physics A: Mathematical and Theoretical 52(19):193001. https://doi.org/10.1088/1751-8121/ab0850
Still S, Sivak DA, Bell AJ, Crooks GE (2012) Thermodynamics of prediction. Physical Review Letters 109(12):120604. https://doi.org/10.1103/PhysRevLett.109.120604
