The analyses of beat to beat fluctuations of heart rate known as heart rate variability (HRV) become a non-invasive clinical tool to study the modulation that the autonomic nervous system exerts on the cardiovascular system. HRV presents a complex behaviour that may contain hidden information, which may not extractable with conventional methods of HRV analysis. Linear HRV measures are not able to detect these subtle but important properties. Thus several methods to describe non-linear heart rate dynamics have been developed. These methods include chaotic analyses, graphical representation and complexity analyses. Complexity analysis can be performed through the evaluation of entropy and entropy rate. Entropy based HRV indices; approximate entropy, sample entropy and multiscale entropy are the complexity based HRV measures. The study of HRV continues to grow and be a source of active research. Keeping in view, the need of hour, this book should help to standardize methods and to explore some non-linear HRV analysis specifically entropy based technique in an attempt to improve the accuracy of HRV measures.