Mean value coarse-graining procedure will discard information of nonlinear time series.

The second moment MSE_σ2 and third moment MSE_Skew perform better than the first moment MSE_μ method.

At small scales (<0.04 s), the entropy is higher during wakefulness and increasing time scales.

At large scales (0.25 s–2 s) in contrast, entropy is higher during deep sleep and lower with increasing time scales.