Figure 1.

Comparison of Multiscale Entropy estimators for white, pink, and brown noise. Time series of different length N were analyzed with the cgMSE (red lines) and mMSE (black lines) algorithms for 3 embedding dimensions m. Panels (a,d,g): N = 10³; panels (b,e,h): N = 10⁴; panels (c,f,i): N = 10⁵; panels (a–c): m = 1; panels (d–f): m = 2; panels (g–i): m = 3. Note the more stable estimates with longer N, lower m, and with the mMSE algorithm, being cgMSE unable to provide estimates for pink noise at the larger scales when N = 10³. At all the scales, independently from the algorithm, the estimates decrease with N for pink and brown noise.