Journal
PHYSICS LETTERS A
Volume 378, Issue 20, Pages 1369-1374Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.physleta.2014.03.034
Keywords
Multiscale entropy; Composite
Categories
Funding
- NSC Taiwan [NSC102-2221-E-003-007, NSC101-2221-E-019-070-MY3]
- National Central University, Taiwan [NSC101-2911-1-008-001]
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Multiscale entropy (MSE) is an effective algorithm for measuring the complexity of a time series that has been applied in many fields successfully. However, MSE may yield an inaccurate estimation of entropy or induce undefined entropy because the coarse-graining procedure reduces the length of a time series considerably at large scales. Composite multiscale entropy (CMSE) was recently proposed to improve the accuracy of MSE, but it does not resolve undefined entropy. Here we propose a refined composite multiscale entropy (RCMSE) to improve CMSE. For short time series analyses, we demonstrate that RCMSE increases the accuracy of entropy estimation and reduces the probability of inducing undefined entropy. (C) 2014 Elsevier B.V. All rights reserved.
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