# Permutation entropy: a natural complexity measure for time series.

@article{Bandt2002PermutationEA, title={Permutation entropy: a natural complexity measure for time series.}, author={Christoph Bandt and Bernd Pompe}, journal={Physical review letters}, year={2002}, volume={88 17}, pages={ 174102 } }

We introduce complexity parameters for time series based on comparison of neighboring values. The definition directly applies to arbitrary real-world data. For some well-known chaotic dynamical systems it is shown that our complexity behaves similar to Lyapunov exponents, and is particularly useful in the presence of dynamical or observational noise. The advantages of our method are its simplicity, extremely fast calculation, robustness, and invariance with respect to nonlinear monotonous… Expand

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ENTROPY DETERMINATION BASED ON THE ORDINAL STRUCTURE OF A DYNAMICAL SYSTEM

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The ordinal approach to evaluate time series due to innovative
works of Bandt and Pompe has increasingly established itself
among other techniques of nonlinear time series analysis.
In this paper,… Expand

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Permutation entropy is a metric used to quantify the regularity of a time series. Here I report on its application to the problem of characterizing the behavior of a few nonlinear dynamical systems,… Expand

Parameter Selection for Permutation Entropy Measurements

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We investigate the applicability of the permutation entropy H and a synchronization index γ that is based on the changing tendency of temporal permutation entropies to analyze noisy time series from… Expand

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Abstract Entropy can be taken as a measure of the complex dynamical behavior. In this paper, we consider different entropy functions and the permutation symbolic dynamics and we apply them to find… Expand

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Abstract Permutation entropy contains the information about the temporal structure associated with the underlying dynamics of a time series. Its estimation is simple, and because it is based on the… Expand

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Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the… Expand

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