Journal
ENTROPY
Volume 15, Issue 10, Pages 4392-4415Publisher
MDPI
DOI: 10.3390/e15104392
Keywords
permutation entropy; ordinal patterns; efficient computing; complexity
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Funding
- Graduate School for Computing in Medicine and Life Sciences
- Germany's Excellence Initiative [DFG GSC 235/1]
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Permutation entropy, introduced by Bandt and Pompe, is a conceptually simple and well-interpretable measure of time series complexity. In this paper, we propose efficient methods for computing it and related ordinal-patterns-based characteristics. The methods are based on precomputing values of successive ordinal patterns of order d, considering the fact that they are overlapped in d points, and on precomputing successive values of the permutation entropy related to overlapping successive time-windows. The proposed methods allow for measurement of the complexity of very large datasets in real-time.
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