Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models
Theoretical profiles of the multiscale entropy (MSE) computed applying the proposed approach to the true parameters of simulated AR processes. Plots depict the exact values of MSE () computed as a function of the cutoff frequency of the low-pass filter used to eliminate the fast temporal scales of the process for different values of the modulus (a) and of the frequency (b) of the pole set in Type 1 simulations, and for different values of the modulus (c) and frequency (d) of the second pole set in Type 2 simulations. The multiscale complexity of AR processes increases with decreasing the amplitude (a) or moving the frequency of a single stochastic oscillation closer to half the Nyquist frequency (b), as well as adding a second stochastic oscillation with increasing amplitude (c) or with increasing frequency mismatch compared to the first one (d).
(a) Theoretical MSE
(b) Theoretical MSE
(c) Theoretical MSE
(d) Theoretical MSE
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