Permutation Entropy Based on Non-Uniform Embedding

Permutation Entropy Based on Non-Uniform Embedding

A novel visualization scheme for permutation entropy is presented in this paper. The proposed scheme is based on non-uniform attractor embedding of the investigated time series. A single digital image of permutation entropy is produced by averaging all possible plain projections of the permutation e...

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Bibliographic Details
Main Authors: Mei Tao, Kristina Poskuviene, Nizar Faisal Alkayem, Maosen Cao, Minvydas Ragulskis
Format: Article
Language:English
Published: MDPI AG 2018-08-01
Series:Entropy
Subjects:
permutation entropy
ordinal pattern
attractor embedding
multi-dimensional phase space
Online Access:http://www.mdpi.com/1099-4300/20/8/612
Description
Summary:A novel visualization scheme for permutation entropy is presented in this paper. The proposed scheme is based on non-uniform attractor embedding of the investigated time series. A single digital image of permutation entropy is produced by averaging all possible plain projections of the permutation entropy measure in the multi-dimensional delay coordinate space. Computational experiments with artificially-generated and real-world time series are used to demonstrate the advantages of the proposed visualization scheme.
ISSN:1099-4300

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