next up previous
Next: Software for MSE analysis Up: Multiscale Entropy Analysis (MSE) Previous: Background

MSE analysis of simulated white and 1/f noise

Figure 3 presents the MSE results for simulated uncorrelated (white) and long-range correlated (1/f) noise. Note that for scale one, a higher value of SampEn is obtained for white noise time series than for 1/f time series. Although the value of entropy for the coarse-grained 1/f series remains almost constant for all scales, the value of entropy for the coarse-grained white noise time series monotonically decreases, such that for scales above 4, it becomes smaller than the corresponding values for 1/f noise. In contrast with the conclusions drawn from single-scale entropy-based analyses, the MSE results are consistent with the fact that, unlike white noise, 1/f noise contains correlations across multiple time scales and is, therefore, more complex than white noise [13].

Figure 3: MSE analysis of simulated white and 1/f noise time series. Symbols represent mean values over 30 time series. Parameters to calculate sample entropy are: m = 2, r = 0.15, and N = 30,000. Adapted from reference [2].
\begin{figure}\centerline{\epsfig{file=figures/noise,width=.7\linewidth}}\end{figure}


next up previous
Next: Software for MSE analysis Up: Multiscale Entropy Analysis (MSE) Previous: Background
Madalena Costa (mcosta@fas.harvard.edu)
2005-06-24