alexa Permutation entropy: a natural complexity measure for time series.
General Science

General Science

Journal of Ergonomics

Author(s): Bandt C, Pompe B

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Abstract 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 simplicity, extremely fast calculation, robustness, and invariance with respect to nonlinear monotonous transformations. This article was published in Phys Rev Lett and referenced in Journal of Ergonomics

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