We propose a novel complexity measure to overcome the deficiencies of the widespread and powerful multiscale entropy (MSE), including, MSE values may be undefined for short signals, and MSE is slow for real-time applications.

We introduce multiscale dispersion entropy (DisEn - MDE) as a very fast and powerful method to quantify the complexity of signals. MDE is based on our recently developed DisEn, which has a computation cost of O(N), compared with O(N2) for sample entropy used in MSE. We also propose the refined composite MDE (RCMDE) to improve the stability of MDE.

We evaluate MDE, RCMDE, and refined composite MSE (RCMSE) on synthetic signals and three biomedical datasets. The MDE, RCMDE, and RCMSE methods show similar results, although the MDE and RCMDE are faster, lead to more stable results, and discriminate different types of physiological signals better than MSE and RCMSE.

For noisy short and long time series, MDE and RCMDE are noticeably more stable than MSE and RCMSE, respectively. For short signals, MDE and RCMDE, unlike MSE and RCMSE, do not lead to undefined values. The proposed MDE and RCMDE are significantly faster than MSE and RCMSE, especially for long signals, and lead to larger differences between physiological conditions known to alter the complexity of the physiological recordings.