Physiological time series, also called physiological signals, is the observation result of a certain vital sign index collected in chronological order, such as ECG signals and respiratory signals. The analysis of physiological signals can be realized by extracting time domain characteristics, frequency domain characteristics and time-frequency domain characteristics. In addition, physiological signals have been proved to have a wide range of nonlinear dynamic characteristics. Extracting the nonlinear characteristics of physiological signals is beneficial to fully characterize the change law of physiological signals, especially suitable for the situation where the waveform and amplitude characteristics are not very obvious.