Multiresolution entropy measure
María Eugenia Torres, Lucas G. Gamero, Patrick Flandrin, Patrice Abry · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1997
In this paper, we consider the problem of detecting changes in dynamical systems from the analysis of the signals they produce. A notion of continuous multiresolution entropy is introduced, which combine advantages stemming from both classical entropy and wavelet analysis. The relevance of the approach, together with its robustness in the presence of moderate noise, is supported by numerical investigations.