The Multiscale Entropy Algorithm and Its Variants: A Review

Entropy

Anne Humeau-Heurtier¹ 

[1] University of Angers, LARIS—Laboratoire Angevin de Recherche en Ingénierie des Systèmes, Angers 49016, France; E-Mail

关键词: entropy;    complexity;    nonlinear dynamics;    multiscale entropy;    refined multiscale entropy;    composite multiscale entropy;    generalized multiscale entropy;    intrinsic mode entropy;    hierarchical entropy;    fuzzy sample entropy;   

DOI  :  10.3390/e17053110

来源: mdpi

【 摘 要 】

Multiscale entropy (MSE) analysis was introduced in the 2002 to evaluate the complexity of a time series by quantifying its entropy over a range of temporal scales. The algorithm has been successfully applied in different research fields. Since its introduction, a number of modifications and refinements have been proposed, some aimed at increasing the accuracy of the entropy estimates, others at exploring alternative coarse-graining procedures. In this review, we first describe the original MSE algorithm. Then, we review algorithms that have been introduced to improve the estimation of MSE. We also report a recent generalization of the method to higher moments.

【 授权许可】

CC BY   
© 2015 by the authors; licensee MDPI, Basel, Switzerland