TY - JOUR
T1 - Modified multiscale entropy for short-term time series analysis
AU - Wu, Shuen De
AU - Wu, Chiu Wen
AU - Lee, Kung Yen
AU - Lin, Shiou Gwo
N1 - Funding Information:
This work was supported by the National Science Council , R.O.C., under Grants NSC 101-2221-E-003-013 and NSC 101-2221-E-019-070-MY3 . The authors wish to thank Dr. C.K. Peng for useful suggestions.
PY - 2013/12/1
Y1 - 2013/12/1
N2 - 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.
AB - 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.
KW - Multiscale entropy (MSE)
KW - Sample entropy
KW - Short-term time series
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U2 - 10.1016/j.physa.2013.07.075
DO - 10.1016/j.physa.2013.07.075
M3 - Article
AN - SCOPUS:84884671333
SN - 0378-4371
VL - 392
SP - 5865
EP - 5873
JO - Physica A: Statistical Mechanics and its Applications
JF - Physica A: Statistical Mechanics and its Applications
IS - 23
ER -