Generalized Multiscale Entropy (GMSE) Analysis: Quantifying the Structure of Time Series’ Volatility

Madalena D. Costa and Ary L. Goldberger

Beth Israel Deaconess Medical Center, Boston, USA

A detailed description of the generalized multiscale entropy algorithm (GMSE) and its application can be found in:

• Costa M., Goldberger A.L. Generalized Multiscale Entropy Analysis: Application to Quantifying the Complex Volatility of Human Heartbeat Time Series. Entropy 2015;17:1197-1203.

Please cite this publication when referencing this material, and also include the standard citation for PhysioNet:

• Goldberger AL, Amaral LAN, Glass L, Hausdorff JM, Ivanov PCh, Mark RG, Mietus JE, Moody GB, Peng C-K, Stanley HE. PhysioBank, PhysioToolkit, and PhysioNet: components of a new research resource for complex physiologic signals. Circulation 101(23):e215-e220

A PDF version of this tutorial is also available. The software described in this tutorial is available here.