Permutation entropy: a natural complexity measure for time series.
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Summary
The method introduces complexity parameters for time series based on comparison of neighboring values and shows that its complexity behaves similar to Lyapunov exponents, and is particularly useful in the presence of dynamical or observational noise.
- Type
- article
- Published
- 2002-04-11
- Cited by
- 4,368
- References
- 9
- OpenAlex
- https://openalex.org/W2014683958
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:5785692
Keywords
Chaotic, Lyapunov exponent, Chaotic systems, Robustness (evolution), Statistical physics
References
- Dimension theory in dynamical systems
- Ergodic theory
- Iterated maps on the interval as dynamical systems
- Digital processing of speech signals
- DIMENSION THEORY IN DYNAMICAL SYSTEMS: CONTEMPORARY VIEWS AND APPLICATIONS By YAKOV B. PESIN Chicago Lectures in Mathematics, University of Chicago Press, 312 pp. Price: hardback 56, paperback 19.95. ISBN 0 226 66222 5
- Analysis of observed chaotic data
- Digital Processing of Speech Signals
- Ergodic Theory
- Analysis of Observed Chaotic Data
- Ergodic Theory
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- Multiscale permutation entropy analysis of EEG recordings during sevoflurane anesthesia
- Order Patterns Networks (ORPAN)—a method to estimate time-evolving functional connectivity from multivariate time series
- Different approaches of symbolic dynamics to quantify heart rate complexity
- Limits of permutation-based entropies in assessing complexity of short heart period variability
- An EEMD-ICA Approach to Enhancing Artifact Rejection for Noisy Multivariate Neural Data
- Revealing Cross-Frequency Causal Interactions During a Mental Arithmetic Task Through Symbolic Transfer Entropy: A Novel Vector-Quantization Approach
- Univariate and multivariate conditional entropy measures for the characterization of short-term cardiovascular complexity under physiological stress
- Dissociating meditation proficiency and experience dependent EEG changes during traditional Vipassana meditation practice.
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- Amplitude- and Fluctuation-Based Dispersion Entropy
- Change-Point Detection Using the Conditional Entropy of Ordinal Patterns
- Analysis of Weak Fault in Hydraulic System Based on Multi-scale Permutation Entropy of Fault-Sensitive Intrinsic Mode Function and Deep Belief Network
- The LE-statistic
- Method to Sense Changes in Network Parameters with High-Speed, Nonlinear Dynamical Nodes
- Fractal Random Walk and Classification of ECG Signal
- Permutation entropy of scalp EEG: a tool to investigate epilepsies: suggestions from absence epilepsies.
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