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Modified multiscale entropy for short-term time series analysis.
- Source :
-
Physica A . Dec2013, Vol. 392 Issue 23, p5865-5873. 9p. - Publication Year :
- 2013
-
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]
Details
- Language :
- English
- ISSN :
- 03784371
- Volume :
- 392
- Issue :
- 23
- Database :
- Academic Search Index
- Journal :
- Physica A
- Publication Type :
- Academic Journal
- Accession number :
- 90422132
- Full Text :
- https://doi.org/10.1016/j.physa.2013.07.075