Phase permutation entropy: A complexity measure for nonlinear time series incorporating phase information

Huan Kang, Xiaofeng Zhang and Guangbin Zhang

Physica A: Statistical Mechanics and its Applications, 2021, vol. 568, issue C

Abstract: Based on permutation entropy (PE), which has been presented as a measure to characterize the complexity of nonlinear time series, phase permutation entropy (PPE) is proposed in this paper. Experiments are implemented using artificial and actual data to show the performance of PPE algorithm. The achieved results demonstrate that PPE can amplify the detection effect of dynamical changes compared with PE whether using the logistic map or actual signals. Increasing embedding dimension can improve the capability of detecting dynamical changes using PPE method. Furthermore, PPE is not sensitive to data length when embedding dimension is less than or equal to 5 and it is more susceptible to noise than PE. The results from actual signals show that PPE can be used as an effective analytical tool in the field of biomedical and engineering signals processing.

Keywords: Phase permutation entropy; Dynamic change detection; Nonlinear time series; Instantaneous phase (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437120309845
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:568:y:2021:i:c:s0378437120309845

DOI: 10.1016/j.physa.2020.125686

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().