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Permutation entropy

version (1.46 KB) by Gaoxiang Ouyang
% Calculate the permutation entropy


Updated 21 Nov 2012

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% 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

Cite As

Gaoxiang Ouyang (2021). Permutation entropy (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (8)

Yue Liang

Thanks very much! But, could I ask how to choose the value of parameter 't', the delay time of permuation entropy?

Hongwei Wang



liang zai



Gaoxiang Ouyang



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.

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
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