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                <term xml:lang="en">multiscale entropy</term>
                <term xml:lang="en">nonlinear dynamics</term>
                <term xml:lang="en">refined multiscale entropy</term>
                <term xml:lang="en">intrinsic mode entropy</term>
                <term xml:lang="en">hierarchical entropy</term>
                <term xml:lang="en">generalized multiscale entropy</term>
                <term xml:lang="en">fuzzy sample entropy</term>
                <term xml:lang="en">entropy</term>
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                <term xml:lang="en">Complexity</term>
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              <p>Multiscale entropy (MSE) analysis was introduced in the 2002 to evaluate the complexity of a time series by quantifying its entropy over a range of temporal scales. The algorithm has been successfully applied in different research fields. Since its introduction, a number of modifications and refinements have been proposed, some aimed at increasing the accuracy of the entropy estimates, others at exploring alternative coarse-graining procedures. In this review, we first describe the original MSE algorithm. Then, we review algorithms that have been introduced to improve the estimation of MSE. We also report a recent generalization of the method to higher moments.</p>
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