Weighted-permutation entropy: A complexity measure for time series incorporating amplitude information
نویسندگان
چکیده
منابع مشابه
Weighted-permutation entropy: a complexity measure for time series incorporating amplitude information.
Permutation entropy (PE) has been recently suggested as a novel measure to characterize the complexity of nonlinear time series. In this paper, we propose a simple method to address some of PE's limitations, mainly its inability to differentiate between distinct patterns of a certain motif and the sensitivity of patterns close to the noise floor. The method relies on the fact that patterns may ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2013
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.87.022911