The Multiscale Entropy Algorithm and Its Variants: A Review

By Anne Humeau-Heurtier. Entropy, 2015

307 citations recorded by the source corpus.

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.

Subfields: Computer Networks and Communications, Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/814d3223e134fba919c9fc3c2cd10ca10ff00e7f

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In Economics and Econometrics

  1. Anne Humeau-Heurtier
  2. Dominique Makowski

In Statistical and Nonlinear Physics

  1. Z. J. Lau
  2. Anne Humeau-Heurtier
  3. Tam Pham
  4. Shen-Hsing Annabel Chen
  5. Dominique Makowski

Citations in the corpus