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Practical considerations of permutation entropy

A tutorial review

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Abstract

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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Authors and Affiliations

  1. Department of Physics, Humboldt-Universität zu Berlin, Berlin, Germany

    M. Riedl, A. Müller & N. Wessel

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  1. M. Riedl
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  2. A. Müller
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  3. N. Wessel
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Correspondence to M. Riedl.

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Riedl, M., Müller, A. & Wessel, N. Practical considerations of permutation entropy. Eur. Phys. J. Spec. Top. 222, 249–262 (2013). https://doi.org/10.1140/epjst/e2013-01862-7

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