Cross-entropy was introduced in 1996 to quantify the degree of asynchronism between two time series. In 2009, a multiscale cross-entropy measure was proposed to analyze the dynamical characteristics of the coupling behavior between two sequences on multiple scales. Since their introductions, many improvements and other methods have been developed. In this review we offer a state-of-the-art on cross-entropy measures and their multiscale approaches.Entropy 2020, 22, 45 2 of 15 higher than the other air quality impact factor which reveals that fine particulate matter has become the main source of air pollution in China.Our paper presents a state-of-the-art in three sections: First, the cross-entropy methods are introduced. We detail, in the second section, different multiscale procedures. A multiscale cross-entropy generalization is presented and other specific multiscale cross-entropy algorithms are proposed in the third section.
Cross-Entropy MethodsIn this section, we classify cross-entropy methods according to their entropy measures: Cross-approximate entropy, cross-sample entropy, and cross-distribution entropy. Other methods that use different cross-entropy-based measures are also detailed. Table 1 shows the twelve measures that are detailed in this section.