Permutation entropy (fast algorithm)
Efficiently computing values of permutation entropy from 1D time series in sliding windows
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
Cite As
Valentina Unakafova (2026). Permutation entropy (fast algorithm) (https://www.mathworks.com/matlabcentral/fileexchange/44161-permutation-entropy-fast-algorithm), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired: Change-point detection using the conditional entropy of ordinal patterns
General Information
- Version 1.5.3 (847 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.5.3 | Cover pictures has been updated |
||
| 1.5.2 | The files have also been uploaded at GitHub: https://github.com/ValentinaUn/Fast-permutation-entropy |
||
| 1.5.2-0 | Description has been renewed (section INTERPRETATION has been added) |
||
| 1.5.1 | Description (NOTES section) has been updated |
||
| 1.5.0 | 1 The script is updated for compatibility with MATLAB 2018.
|
||
| 1.4.3 | Two variables are renamed in the m-file for consistency. |
||
| 1.4.3-2 | Description has been renewed |
||
| 1.4.3-1 | Description is renewed (notes on parameters choice are added) |
||
| 1.4.3-0 | description is renewed |
||
| 1.4.2 | Example of use is corrected |
||
| 1.4.1 | Example of use is corrected |
||
| 1.4.0 | Example of use is added |
||
| 1.3.0 | 1 The values of permutation entropy are divided by order of ordinal patterns
|
||
| 1.2.0 | - |
||
| 1.1.0 | A small mistake in the code is corrected:
This mistake introduced a small (~1%) error only in the first WS ePE values if computing for tau>1. |
||
| 1.0.0 |
