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Generalized permutation entropy analysis based on the two-index entropic form Sq,δ

Mengjia Xu1, Pengjian Shang1

  • 1Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, People's Republic of China.

Chaos (Woodbury, N.Y.)
|June 1, 2015
PubMed
Summary

We introduce generalized permutation entropy (PEq,δ), a new method to analyze nonlinear time series complexity. This advanced technique enhances sensitivity to subtle changes, outperforming standard permutation entropy (PE) in detecting trends.

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