Measures of predictability in physiological signals using entropy measures have been widely applied in many areas of research. Multiscale entropy expresses different levels of either approximate entropy or sample entropy by means of multiple factors for generating multiple time series, enabling the capture of more useful information than using a scalar value produced by the two entropy methods. This paper presents the use of different time shifts on various intervals of time series to discover different entropy patterns of the time series. Examples and experimental results using white noise, 1/ f noise, photoplethysmography, and electromyography signals suggest the validity and better performance of the proposed time-shift multiscale entropy analysis of physiological signals than the multiscale entropy.