Example 6: Multiscale Increment Entropy

Import a signal of uniformly distributed pseudorandom integers in the range [1 8] and create a multiscale entropy object with the following parameters: EnType = IncrEn(), embedding dimension = 3, a quantifying resolution = 6, normalization = true.

X = ExampleData("randintegers");
Mobj = MSobject(IncrEn, m = 3, R = 6, Norm = true)
(Func = EntropyHub._IncrEn.IncrEn, m = 3, R = 6, Norm = true)

Calculate the multiscale increment entropy over 5 temporal scales using the modified graining procedure where:

$y_j^{(\tau)} =\frac{1}{\tau } \sum_{i=\left(j-1\right)\tau +1}^{j\tau } x{_i}, 1<= j <= \frac{N}{\tau }$

MSx, _ = MSEn(X, Mobj, Scales = 5, Methodx = "modified");
5-element Array{Float64,1}:
 4.271928856964401
 4.305911441727119
 4.286347729438623
 4.24938040173464
 4.277330172318688