The method of generalized multiscale entropy (GMSE) analysis is useful for investigating complexity in physiologic signals and other series that have correlations at multiple (time) scales. It represents a generalization of the original method of multiscale entropy analysis.
A tutorial about generalized multiscale entropy analysis is available here (a PDF version is also available). It discusses various methods for calculating a coarse-grained time series, and the impact of this choice on the multiscale entropy calculation. The results are illustrated using simulated data as well as real inter-beat interval data from PhysioBank.
The software described in the tutorial is here.
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