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Permutation entropy

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Permutation entropy

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25 Jun 2012 (Updated )

% Calculate the permutation entropy

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Description

% Calculate the permutation entropy

% Input: y: time series;
% m: order of permuation entropy
% t: delay time of permuation entropy,

% Output:
% pe: permuation entropy
% hist: the histogram for the order distribution

%Ref: G Ouyang, J Li, X Liu, X Li, Dynamic Characteristics of Absence EEG Recordings with Multiscale Permutation %

% Entropy Analysis, Epilepsy Research, doi: 10.1016/j.eplepsyres.2012.11.003
% X Li, G Ouyang, D Richards, Predictability analysis of absence seizures with permutation entropy, Epilepsy %

% Research, Vol. 77pp. 70-74, 2007

MATLAB release MATLAB 7 (R14)
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Comments and Ratings (2)
09 Mar 2014 Gaoxiang Ouyang

Thanks!

Comment only
11 Feb 2014 Zhiguang

quite good, please notice that the log base is natural. Fast enough, compute 2 order PE with time series in length of 1,400,000+ consumes about 30s.

Updates
21 Nov 2012

add the histogram for the order distribution

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