Analysis of complex time series using refined composite multiscale entropy

Shuen De Wu, Chiu Wen Wu, Shiou Gwo Lin, Kung Yen Lee, Chung Kang Peng

Research output: Contribution to journalArticlepeer-review

126 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)1369-1374
Number of pages6
JournalPhysics Letters, Section A: General, Atomic and Solid State Physics
Volume378
Issue number20
DOIs
Publication statusPublished - 2014 Apr 4

Keywords

  • Composite
  • Multiscale entropy

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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