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The European Physical Journal Special Topics

, Volume 222, Issue 2, pp 249–262 | Cite as

Practical considerations of permutation entropy

A tutorial review
  • M. Riedl
  • A. Müller
  • N. Wessel
Review

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.

Keywords

Time Series European Physical Journal Special Topic Lorenz System Autoregressive Process Symbolic Dynamics 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© EDP Sciences and Springer 2013

Authors and Affiliations

  1. 1.Department of PhysicsHumboldt-Universität zu BerlinBerlinGermany

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