Permutation entropy and its main biomedical and econophysics applications: a review
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Publication:406147
DOI10.3390/E14081553zbMATH Open1314.94033OpenAlexW2157881370MaRDI QIDQ406147FDOQ406147
Authors: Massimiliano Zanin, Luciano Zunino, Osvaldo A. Rosso, David Papo 
Publication date: 8 September 2014
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/e14081553
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17) Biomedical imaging and signal processing (92C55) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)
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Cited In (63)
- NF-CECP: a novel approach to distinguish signals with different properties via modified Fisher information measure
- On entropy, entropy-like quantities, and applications
- A generalized permutation entropy for noisy dynamics and random processes
- Entropy determination based on the ordinal structure of a dynamical system
- Measuring time series based on multiscale dispersion Lempel-Ziv complexity and dispersion entropy plane
- Partially ordered permutation complexity of coupled time series
- A path integral approach to the Hodgkin-Huxley model
- On extracting probability distribution information from time series
- A geometric analysis of time series leading to information encoding and a new entropy measure
- Permutation Entropy and Order Patterns in Long Time Series
- Coherence and anti-coherence resonance of corporation finance
- Characterization of electric load with information theory quantifiers
- ordpy: A Python package for data analysis with permutation entropy and ordinal network methods
- Partially ordered permutation entropies
- Complexity-based permutation entropies: from deterministic time series to white noise
- Confidence intervals and hypothesis testing for the Permutation Entropy with an application to epilepsy
- Ordinal synchronization and typical states in high-frequency digital markets
- An approach for measuring corporation financial stability by econophysics and Bayesian method
- A permutation information theory tour through different interest rate maturities: the Libor case
- Using symbolic networks to analyse dynamical properties of disease outbreaks
- Multifractal weighted permutation analysis based on Rényi entropy for financial time series
- Measuring multivariate phase synchronization with symbolization and permutation
- Permutation entropy analysis based on Gini-Simpson index for financial time series
- On the permutation entropy Bayesian estimation
- Permutation entropy and bubble entropy: possible interactions and synergies between order and sorting relations
- Credit market jitters in the course of the financial crisis: a permutation entropy approach in measuring informational efficiency in financial assets
- Discriminating imagined and non-imagined tasks in the motor cortex area: entropy-complexity plane with a wavelet decomposition
- Deformed Tsallis-statistics analysis of a complex nonlinear matter-field system
- A symbolic information approach to determine anticipated and delayed synchronization in neuronal circuit models
- Can deep learning distinguish chaos from noise? Numerical experiments and general considerations
- A nonlinear matter-field Hamiltonian analyzed with Renyi and Tsallis statistics
- Environmental sound classification using optimum allocation sampling based empirical mode decomposition
- Ordinal symbolic analysis and its application to biomedical recordings
- Quantification of fracture roughness by change probabilities and Hurst exponents
- Causal information quantification of prominent dynamical features of biological neurons
- An Ising model having permutation spin motivated by a permutation complexity measure
- Mathematical and informational tools for classifying blood glucose signals -- a pilot study
- A financial hyperchaotic system with coexisting attractors: dynamic investigation, entropy analysis, control and synchronization
- Study of architectural forms of invasive carcinoma based on the measurement of pattern complexity
- Detecting nonlinearity in short and noisy time series using the permutation entropy
- Multiscale ordinal network analysis of human cardiac dynamics
- Complexity of a matter-field Hamiltonian in the vicinity of a quantum instability
- Non-parametric analysis of serial dependence in time series using ordinal patterns
- Quantifying sudden changes in dynamical systems using symbolic networks
- Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
- Contrasting chaotic with stochastic dynamics via ordinal transition networks
- Comparative analysis of the original and amplitude permutations
- Libor at crossroads: stochastic switching detection using information theory quantifiers
- Complexity testing techniques for time series data: a comprehensive literature review
- Order patterns, their variation and change points in financial time series and Brownian motion
- Discriminating chaotic and stochastic dynamics through the permutation spectrum test
- A combinatorial view of stochastic processes: white noise
- Cuantificadores de información e impredictibilidad en las series temporales asociadas a la COVID-19
- Refined composite multiscale phase Rényi dispersion entropy for complexity measure
- Permutation group entropy: a new route to complexity for real-valued processes
- Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)
- Complexity of couplings in multivariate time series via ordinal persistent homology
- Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis
- Continuous ordinal patterns: creating a bridge between ordinal analysis and deep learning
- Multiscale two-dimensional permutation entropy to analyze encrypted images
- On the complementarity of ordinal patterns-based entropy and time asymmetry metrics
- Statistical properties of the entropy from ordinal patterns
- Statistics and contrasts of order patterns in univariate time series
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