Abstract
Sample entropy embeds time series into m-dimensional spaces and estimates entropy based on the distances between points in these spaces. However, when samples can be considered as missing or invalid, defining distance in the embedding space becomes problematic. Preprocessing techniques, such as deletion or interpolation, can be employed as a solution, producing time series without missing or invalid values. While deletion ignores missing values, interpolation replaces them using approximations based on neighboring points. This paper proposes a novel approach for the computation of sample entropy when values are considered as missing or invalid. The proposed algorithm accommodates points in the m-dimensional space and handles them there. A theoretical and experimental comparison of the proposed algorithm with deletion and interpolation demonstrates several advantages over these other two approaches. Notably, the deviation of the expected sample entropy value for the proposed methodology consistently proves to be lowest one.