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Practical considerations of permutation entropy

Journal

EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS
Volume 222, Issue 2, Pages 249-262

Publisher

SPRINGER HEIDELBERG
DOI: 10.1140/epjst/e2013-01862-7

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More than ten years ago Bandt and Pompe introduced a new measure to quantify complexity in measured time series. During these ten years, this measure has been modified and extended. In this review we will give a brief introduction to permutation entropy, explore the different fields of utilization where permutation entropy has been applied and provide a guide on how to choose appropriate parameters for different applications of permutation entropy.

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