Eur. Phys. J. Special Topics 222, 249-262 (2013)
https://doi.org/10.1140/epjst/e2013-01862-7

Review

Practical considerations of permutation entropy

A tutorial review

Department of Physics, Humboldt-Universität zu Berlin, Berlin, Germany

^a e-mail: maik.riedl@physik.hu-berlin.de
^b e-mail: andreas.mueller@physik.hu-berlin.de

Received: 27 March 2013
Revised: 25 April 2013
Published online: 25 June 2013

Abstract

More than ten years ago Bandt and Pompe introduced a new measure to quantify complexity in measured time series. During these ten years, this measure has been modified and extended. In this review we will give a brief introduction to permutation entropy, explore the different fields of utilization where permutation entropy has been applied and provide a guide on how to choose appropriate parameters for different applications of permutation entropy.