Assessing the Preprocessing Benefits of Data-Driven Decomposition Methods for Phase Permutation Entropy—Application to Econometric Time Series

This paper investigates the efficacy of various data-driven decomposition methods combined with Phase Permutation Entropy (PPE) to form a promising complexity metric for analyzing time series. PPE is a variant of classical permutation entropy (PE), while the examined data-driven decomposition method...

Full description

Bibliographic Details

Published in:	Engineering Proceedings
Main Authors:	Erwan Pierron, Meryem Jabloun
Format:	Article
Language:	English
Published:	MDPI AG 2024-07-01
Subjects:	time series permutation entropy phase permutation entropy data-driven signal decomposition EMD VMD
Online Access:	https://www.mdpi.com/2673-4591/68/1/28