articleTop 1% cited

Permutation Entropy: A Natural Complexity Measure for Time Series

Physical Review Letters · 2002 · Vol. 88(17) · pp. 174102–174102

Christoph Bandt✉(Universität Greifswald)Bernd Pompe(Universität Greifswald)

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.

Complex Systems and Time Series Analysis Chaos control and synchronization Statistical Mechanics and EntropyChaoticLyapunov exponentChaotic systemsRobustness (evolution)Statistical physicsSeries (stratigraphy)Dynamical systems theoryNonlinear dynamical systemsNonlinear systemEntropy (arrow of time)

Citations

4,663

FWCI

20.32

field-weighted impact

References

Percentile

99%

vs. same field & year

Citations per year

Cited by

A novel optimized SVM classification algorithm with multi-domain feature and its application to fault diagnosis of rolling bearing