% Calculate the permutation entropy
% Input: y: time series;
% m: order of permuation entropy
% t: delay time of permuation entropy,
% 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
Gaoxiang Ouyang (2021). Permutation entropy (https://www.mathworks.com/matlabcentral/fileexchange/37289-permutation-entropy), MATLAB Central File Exchange. Retrieved .
Thanks very much! But, could I ask how to choose the value of parameter 't', the delay time of permuation entropy?
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.
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