Efficient Computation of Multiscale Entropy over Short Biomedical Time Series Based on Linear State-Space Models
Estimation of multiscale entropy (MSE) over finite-length realizations of simulated AR processes. Plots depict the exact values (red lines) and the distributions (median and 10th–90th percentiles) of the MSE estimates () computed as a function of the cutoff frequency of the low-pass filter used to eliminate the fast temporal scales of the process for representative parameter settings of Type 1 simulation (a, b) and of Type 2 simulation (c, d). Estimates are obtained using the linear MSE (LMSE) method proposed in this study (a, c) and using the refined MSE (RMSE) method proposed in  (b, d). In simulated AR processes, RMSE estimates exhibit high bias and a variance increasing with the time scale, while LMSE estimates display high computational reliability at all time scales.
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