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. 2021 Dec 24;24(1):26. doi: 10.3390/e24010026
Algorithm A1 Multivariate Multiscale Sample Entropy
The steps of standard Multivariate Multiscale Sample Entropy are given below, for a multi-variate data set {xc,i}i=1N,1cP of length N and number of channel P. The manually selected parameters are the embedding dimension M=[m1,m2,,mP], tolerance r, time delay L=[l1,l2,,lP], and scale factor τ:
  1. Normalize the original multi-variate data sets by subtracting the mean and dividing by the standard deviation.

  2. Perform Coarse Graining Process to obtain the scaled multi-channel time series {yc,i(τ)}j=1N/τ, according to yc,i(τ)(j)=1τi=jτ/21j+τ/21xc(i),1jNτ,c=1,2,,P.

  3. Form the Composite Delay Vectors (CDV) YM(i) according to M and L in the form
    YM(i)=[y1,i,y1,i+l1,,y1,i+(m11)l1),y2,i,y2,i+l2,,y2,i+(m21)l2),yc,i,yc,i+lc,,yc,i+(mc1)lc),]
  4. Compute the similarity for all pairwise CDVs, YM(i)&YM(j), based on the Chebyshev distance as D(i,j)=max{YM(i+k)YM(j+k)||0k((c=1Pmc)1),ij}.

  5. Calculate the number of matching patterns, defined as similar pairs B(i) that satisfy the criterion D(i,j)r.

  6. Compute the local probability, C(i), and global probability, Φ(i), of B(i) as C(i)=B(i)Nn1,Φ=i=1NnC(i)Nn,n=max(M)max(L).

  7. Repeat Steps 3–6 with an increased embedding dimension, mc+1, and obtain the updated global probability as Φ=i=1NnC(i)Nn,n=max(M)max(L). Recall that there are P ways to increase the embedding dimension and the modified global probability, Φ, is the averaged result.

  8. Multivariate Multiscale Sample Entropy is defined as MMSE=ln[ΦΦ].