Practical considerations of permutation entropy
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- Riedl, M., Müller, A. & Wessel, N. Eur. Phys. J. Spec. Top. (2013) 222: 249. 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.