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 -