Modified multiscale entropy for short-term time series analysis |
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Authors: | Shuen-De Wu Chiu-Wen Wu Kung-Yen Lee Shiou-Gwo Lin |
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Affiliation: | 1. Department of Mechatronic Technology, National Taiwan Normal University, Taipei 10610, Taiwan;2. Department of Engineering Science and Ocean Engineering, National Taiwan University, Taipei 10617, Taiwan;3. Department of Communication, Navigation and Control Engineering, National Taiwan Ocean University, Keelung 20224, Taiwan |
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Abstract: | 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. |
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Keywords: | Multiscale entropy (MSE) Short-term time series Sample entropy |
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