Approximate entropy （ApEn） is well known to be an effective abrupt change detection method in dynamic structure. Based on this, we compare the performances between the moving detrended fluctuation analysis （MDFA） and ApEn in detecting abrupt dynamic change. The results show that the MDFA results almost do not depend on length of subseries, and while the ApEn could identify dynamic structure to some extent but still depends on the length of subseries. At the same time, there exists a huge drift for the ApEn results which means the actual time-instants of abrupt change dont coincide with the detected one. Therefore, compared with ApEn, MDFA is more suitable to be used to detect abrupt dynamic change, and the advantage of MDFA is obvious.
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