Permutation entropy: a natural complexity measure for time series
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...
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| Veröffentlicht in: | Physical review letters 2002-04, Vol.88 (17), p.174102-174102, Article 174102 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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