Permutation entropy: A natural complexity measure for time series

被引：3493

作者：

Bandt, C ^{[1
]}

Pompe, B

机构：

[1] Univ Greifswald, Inst Math, Greifswald, Germany

[2] Univ Greifswald, Inst Phys, Greifswald, Germany

来源：

PHYSICAL REVIEW LETTERS | 2002年 / 88卷 / 17期

关键词：

D O I：

10.1103/PhysRevLett.88.174102

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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 transformations.

引用

页数：4

共 18 条

[1]

Abarbanel H, 1996, ANAL OBSERVED CHAOTI

[2] THE ENTROPY PROFILE - A FUNCTION DESCRIBING STATISTICAL DEPENDENCES [J].