Efficiently Measuring Complexity on the Basis of Real-World Data
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 succ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2013-10-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/15/10/4392 |