Empirical Mode Decomposition Based Multiscale Analysis of Physiological Signal

We present a refined multiscale Shannon entropy for analyzing electroencephalogram (EEG), which reflects the underlying dynamics of EEG over multiple scales. The rationale behind this method is that neurological signals such as EEG possess distinct dynamics over different spectral modes. To deal with the nonlinear and nonstationary nature of EEG, the recently developed empirical mode decomposition (EMD) is incorporated, allowing a decomposition of EEG into its inherent spectral components, referred to as intrinsic mode functions (IMFs). By calculating the Shannon entropy of IMFs in a time-dependent manner and summing them over adaptive multiple scales, it results in an adaptive subscale entropy measure of EEG. Simulation and experimental results show that the proposed entropy properly reveals the dynamical changes over multiple scales.