1. Modified multiscale entropy for short-term time series analysis.
- Author
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Wu, Shuen-De, Wu, Chiu-Wen, Lee, Kung-Yen, and Lin, Shiou-Gwo
- Subjects
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ENTROPY (Information theory) , *TIME series analysis , *ALGORITHMS , *ESTIMATION theory , *TIME delay systems , *GEOMETRICAL constructions - Abstract
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. [Copyright &y& Elsevier]
- Published
- 2013
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