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

doi:10.1016/j.physleta.2014.03.034

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

^*Corresponding author for this work

Department of Mechatronic Engineering

Research output: Contribution to journal › Article › peer-review

237 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 language	English
Pages (from-to)	1369-1374
Number of pages	6
Journal	Physics Letters, Section A: General, Atomic and Solid State Physics
Volume	378
Issue number	20
DOIs	https://doi.org/10.1016/j.physleta.2014.03.034
Publication status	Published - 2014 Apr 4

Keywords

Composite
Multiscale entropy

ASJC Scopus subject areas

Physics and Astronomy(all)

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10.1016/j.physleta.2014.03.034

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title = "Analysis of complex time series using refined composite multiscale entropy",

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.",

keywords = "Composite, Multiscale entropy",

author = "Wu, {Shuen De} and Wu, {Chiu Wen} and Lin, {Shiou Gwo} and Lee, {Kung Yen} and Peng, {Chung Kang}",

note = "Funding Information: This work was supported by the NSC Taiwan, under grants NSC102-2221-E-003-007 , NSC101-2221-E-019-070-MY3 and the NSC support for the Center for Dynamical Biomarkers and Translational Medicine, National Central University, Taiwan ( NSC101-2911-I-008-001 ).",

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doi = "10.1016/j.physleta.2014.03.034",

language = "English",

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T1 - Analysis of complex time series using refined composite multiscale entropy

AU - Wu, Shuen De

AU - Wu, Chiu Wen

AU - Lin, Shiou Gwo

AU - Lee, Kung Yen

AU - Peng, Chung Kang

N1 - Funding Information: This work was supported by the NSC Taiwan, under grants NSC102-2221-E-003-007 , NSC101-2221-E-019-070-MY3 and the NSC support for the Center for Dynamical Biomarkers and Translational Medicine, National Central University, Taiwan ( NSC101-2911-I-008-001 ).

PY - 2014/4/4

Y1 - 2014/4/4

N2 - 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.

AB - 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.

KW - Composite

KW - Multiscale entropy

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DO - 10.1016/j.physleta.2014.03.034

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SN - 0375-9601

VL - 378

SP - 1369

EP - 1374

JO - Physics Letters, Section A: General, Atomic and Solid State Physics

JF - Physics Letters, Section A: General, Atomic and Solid State Physics

IS - 20

ER -

Analysis of complex time series using refined composite multiscale entropy

Abstract

Keywords

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