Permutation Entropy and Order Patterns in Long Time Series

DOI10.1007/978-3-319-28725-6_5MaRDI QIDQ5280124zbMATHOpenAlexFDO

Authors Christoph Bandt

Publication date 20 July 2017

Published in Time Series Analysis and Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-28725-6_5

zbMATH Keywords

autocorrelationpermutation entropyordinal time serieslong time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of information, entropy (94A17)

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Cites work

• Aligned rank tests for linear models with autocorrelated error terms
• Conditional entropy of ordinal patterns
• Kendall's tau for serial dependence
• Order Patterns in Time Series
• PARAMETER SELECTION FOR PERMUTATION ENTROPY MEASUREMENTS
• Permutation complexity in dynamical systems. Ordinal patterns, permutation entropy and all that
• Permutation entropy and its main biomedical and econophysics applications: a review

Cited in

(21)

• Efficiently measuring complexity on the basis of real-world data
• TIME SERIES FROM THE ORDINAL VIEWPOINT
• Ordinal patterns in the Duffing oscillator: analyzing powers of characterization
• ordpy: a Python package for data analysis with permutation entropy and ordinal network methods
• White Noise Test from Ordinal Patterns in the Entropy–Complexity Plane
• A random irregular blocking image encryption algorithm based on improved digital chaotic maps at bit level
• Sign patterns symbolization and its use in improved dependence test for complex network inference
• scientific article; zbMATH DE number 1217514 (Why is no real title available?)
• Permutation entropy and bubble entropy: possible interactions and synergies between order and sorting relations
• Comparative analysis of the original and amplitude permutations
• Information entropies of multi-qubit Rabi model beyond the rotating wave approximation
• Statistics and contrasts of order patterns in univariate time series
• Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach
• Order patterns, their variation and change points in financial time series and Brownian motion
• Confidence intervals and hypothesis testing for the permutation entropy with an application to epilepsy
• Permutation entropy and its variants for measuring temporal dependence
• Permutation entropy revisited
• Complexity-based permutation entropies: from deterministic time series to white noise
• Partially ordered permutation complexity of coupled time series
• Permutation entropy analysis based on Gini-Simpson index for financial time series
• Order Patterns in Time Series

Describes a project that uses

Uses Software

• PhysioToolkit

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