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Permutation Entropy Based on Non-Uniform Embedding

  • Mei Tao , Kristina Poskuviene , Nizar Faisal Alkayem , Maosen Cao , Minvydas Ragulskis
  • permutation entropy; ordinal pattern; attractor embedding; multi-dimensional phase space
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A novel visualization scheme for permutation entropy is presented in this paper. The proposed scheme is based on non-uniform attractor embedding of the investigated time series. A single digital image of permutation entropy is produced by averaging all possible plain projections of the permutation entropy measure in the multi-dimensional delay coordinate space. Computational experiments with artificially-generated and real-world time series are used to demonstrate the advantages of the proposed visualization scheme.


10.3390/e20080612