摘要
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.
原文 | 英語 |
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頁(從 - 到) | 5865-5873 |
頁數 | 9 |
期刊 | Physica A: Statistical Mechanics and its Applications |
卷 | 392 |
發行號 | 23 |
DOIs | |
出版狀態 | 已發佈 - 2013 12月 1 |
ASJC Scopus subject areas
- 統計與概率
- 凝聚態物理學