Improved Permutation Entropy for Measuring Complexity of Time Series under Noisy Condition
نویسندگان
چکیده
منابع مشابه
Permutation entropy: a natural complexity measure for time series.
We introduce complexity parameters for time series based on comparison of neighboring values. The definition directly applies to arbitrary real-world data. For some well-known chaotic dynamical systems it is shown that our complexity behaves similar to Lyapunov exponents, and is particularly useful in the presence of dynamical or observational noise. The advantages of our method are its simplic...
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ژورنال
عنوان ژورنال: Complexity
سال: 2019
ISSN: 1076-2787,1099-0526
DOI: 10.1155/2019/1403829