A new similarity index for nonlinear signal analysis based on local extrema patterns

Common similarity measures of time domain signals such as cross-correlation and Symbolic Aggregate approximation (SAX) are not appropriate for nonlinear signal analysis. This is because of the high sensitivity of nonlinear systems to initial points. Therefore, a similarity measure for nonlinear signal analysis must be invariant to initial points and quantify the similarity by considering the main dynamics of signals. The statistical behavior of local extrema (SBLE) method was previously proposed to address this problem. The SBLE similarity index uses quantized amplitudes of local extrema to quantify the dynamical similarity of signals by considering patterns of sequential local extrema. By adding time information of local extrema as well as fuzzifying quantized values, this work proposes a new similarity index for nonlinear and long-term signal analysis, which extends the SBLE method. These new features provide more information about signals and reduce noise sensitivity by fuzzifying them. A number of practical tests were performed to demonstrate the ability of the method in nonlinear signal clustering and classification on synthetic data. In addition, epileptic seizure detection based on electroencephalography (EEG) signal processing was done by the proposed similarity to feature the potentials of the method as a real-world application tool.