Generalized sample entropy analysis for traffic signals based on similarity measure

Sample entropy is a prevailing method used to quantify the complexity of a time series. In this paper a modified method of generalized sample entropy and surrogate data analysis is proposed as a new measure to assess the complexity of a complex dynamical system such as traffic signals. The method based on similarity distance presents a different way of signals patterns match showing distinct behaviors of complexity. Simulations are conducted over synthetic data and traffic signals for providing the comparative study, which is provided to show the power of the new method. Compared with previous sample entropy and surrogate data analysis, the new method has two main advantages. The first one is that it overcomes the limitation about the relationship between the dimension parameter and the length of series. The second one is that the modified sample entropy functions can be used to quantitatively distinguish time series from different complex systems by the similar measure.