ordpy: a Python package for data analysis with permutation entropy and ordinal network methods
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Publication:5000850
DOI10.1063/5.0049901zbMATH Open1465.62006arXiv2102.06786OpenAlexW3132720081WikidataQ121905682 ScholiaQ121905682MaRDI QIDQ5000850FDOQ5000850
Authors: Arthur A. B. Pessa, H. V. Ribeiro 
Publication date: 15 July 2021
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Abstract: Since Bandt and Pompe's seminal work, permutation entropy has been used in several applications and is now an essential tool for time series analysis. Beyond becoming a popular and successful technique, permutation entropy inspired a framework for mapping time series into symbolic sequences that triggered the development of many other tools, including an approach for creating networks from time series known as ordinal networks. Despite the increasing popularity, the computational development of these methods is fragmented, and there were still no efforts focusing on creating a unified software package. Here we present ordpy, a simple and open-source Python module that implements permutation entropy and several of the principal methods related to Bandt and Pompe's framework to analyze time series and two-dimensional data. In particular, ordpy implements permutation entropy, Tsallis and R'enyi permutation entropies, complexity-entropy plane, complexity-entropy curves, missing ordinal patterns, ordinal networks, and missing ordinal transitions for one-dimensional (time series) and two-dimensional (images) data as well as their multiscale generalizations. We review some theoretical aspects of these tools and illustrate the use of ordpy by replicating several literature results.
Full work available at URL: https://arxiv.org/abs/2102.06786
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Cited In (6)
- Unified functional network and nonlinear time series analysis for complex systems science: the pyunicorn package
- Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach
- Complexity-based permutation entropies: from deterministic time series to white noise
- Ordinal synchronization and typical states in high-frequency digital markets
- Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)
- Multiscale two-dimensional permutation entropy to analyze encrypted images
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