Permutation Entropy and Order Patterns in Long Time Series

DOI10.1007/978-3-319-28725-6_5zbMath1366.62088OpenAlexW2497802512MaRDI QIDQ5280124

Christoph Bandt

Publication date: 20 July 2017

Published in: Time Series Analysis and Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-28725-6_5

zbMATH Keywords

autocorrelationpermutation entropyordinal time serieslong time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of information, entropy (94A17)

Related Items (7)

Permutation entropy analysis based on Gini-Simpson index for financial time series ⋮ A Random Irregular Blocking Image Encryption Algorithm Based on Improved Digital Chaotic Maps at Bit Level ⋮ Permutation entropy and its variants for measuring temporal dependence ⋮ Order patterns, their variation and change points in financial time series and Brownian motion ⋮ Information entropies of multi-qubit Rabi model beyond the rotating wave approximation ⋮ Comparative analysis of the original and amplitude permutations ⋮ Ordinal patterns in the Duffing oscillator: Analyzing powers of characterization

Uses Software

• PhysioToolkit

Cites Work

• Permutation entropy and its main biomedical and econophysics applications: a review
• Permutation complexity in dynamical systems. Ordinal patterns, permutation entropy and all that
• Aligned rank tests for linear models with autocorrelated error terms
• Conditional entropy of ordinal patterns
• PARAMETER SELECTION FOR PERMUTATION ENTROPY MEASUREMENTS
• Order Patterns in Time Series
• Kendall's tau for serial dependence

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