Practical considerations of permutation entropy
A tutorial review
Department of Physics, Humboldt-Universität zu Berlin, Berlin, Germany
Revised: 25 April 2013
Published online: 25 June 2013
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.
© EDP Sciences, Springer-Verlag, 2013