 Multiscale entropy, MSE, is a technique used to measure the complexity of a time series by calculating the entropy of the data across multiple temporal scales. It has been widely used in various fields such as biology, finance, and engineering. Over the years, several modifications have been made to improve the accuracy of the entropy estimate, including the use of different coarse-graining methods. Recently, a new version of MSE has been developed, which can be used to calculate higher moments than previously possible. This article was authored by N. Humoherdier.