Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 392, Issue 23, Pages 5865-5873Publisher
ELSEVIER
DOI: 10.1016/j.physa.2013.07.075
Keywords
Multiscale entropy (MSE); Short-term time series; Sample entropy
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Funding
- National Science Council, R.O.C. [NSC 101-2221-E-003-013, NSC 101-2221-E-019-070-MY3]
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Multiscale entropy (MSE) is a prevalent algorithm used to measure the complexity of a time series. Because the coarse-graining procedure reduces the length of a time series, the conventional MSE algorithm applied to a short-term time series may yield an imprecise estimation of entropy or induce undefined entropy. To overcome this obstacle, the modified multiscale entropy (MMSE) was developed. The coarse-graining procedure was replaced with a moving-average procedure and a time delay was incorporated for constructing template vectors in calculating sample entropy. For conducting short-term time series analysis, this study shows that the MMSE algorithm is more reliable than the conventional MSE. (C) 2013 Elsevier B.V. All rights reserved.
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