Mean value coarse-graining procedure will discard information of nonlinear time series.
The second moment MSEσ2 and third moment MSESkew perform better than the first moment MSEμ 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.