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Entropy 2015, 17(5), 3110-3123; doi:10.3390/e17053110

The Multiscale Entropy Algorithm and Its Variants: A Review

University of Angers, LARIS—Laboratoire Angevin de Recherche en Ingénierie des Systèmes, Angers 49016, France
Academic Editor: Kevin H. Knuth
Received: 18 March 2015 / Accepted: 8 May 2015 / Published: 12 May 2015
(This article belongs to the Special Issue Multiscale Entropy and Its Applications in Medicine and Biology)
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Abstract

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. View Full-Text
Keywords: entropy; complexity; nonlinear dynamics; multiscale entropy; refined multiscale entropy; composite multiscale entropy; generalized multiscale entropy; intrinsic mode entropy; hierarchical entropy; fuzzy sample entropy entropy; complexity; nonlinear dynamics; multiscale entropy; refined multiscale entropy; composite multiscale entropy; generalized multiscale entropy; intrinsic mode entropy; hierarchical entropy; fuzzy sample entropy
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).

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Humeau-Heurtier, A. The Multiscale Entropy Algorithm and Its Variants: A Review. Entropy 2015, 17, 3110-3123.

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