Embedded Dimension and Time Series Length. Practical Influence on Permutation Entropy and Its Applications

Permutation Entropy (PE) is a time series complexity measure commonly used in a variety of contexts, with medicine being the prime example. In its general form, it requires three input parameters for its calculation: time series length <i>N</i>, embedded dimension <i>m</i>, a...

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Bibliographic Details
Main Authors: David Cuesta-Frau, Juan Pablo Murillo-Escobar, Diana Alexandra Orrego, Edilson Delgado-Trejos
Format: Article
Language:English
Published: MDPI AG 2019-04-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/21/4/385