Refined Composite Multiscale Permutation Entropy to Overcome Multiscale Permutation Entropy Length Dependence

Multiscale permutation entropy (MPE) has recently been proposed to evaluate complexity of time series. MPE has numerous advantages over other multiscale complexity measures, such as its simplicity, robustness to noise and its low computational cost. However, MPE may loose statistical reliability as the scale factor increases, because the coarse-graining procedure used in the MPE algorithm reduces ...