Today, we will learn about the PE methodology and will demonstrate its use through a toy example. Allows the user to unlock the complex dynamic content of nonlinear time series. Accounts for the temporal ordering structure (time causality) of a given time series of real values.Relies on the notions of entropy and symbolic dynamics.Is robust with respect to noise, computationally efficient, flexible, and invariant with respect to non-linear monotonic transformations of the data.Is non-parametric and is free of restrictive parametric model assumptions.Permutation Entropy (PE) is a robust time series tool which provides a quantification measure of the complexity of a dynamic system by capturing the order relations between values of a time series and extracting a probability distribution of the ordinal patterns (see Henry and Judge, 2019).Īmong its main features, the PE approach:
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |