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Permutation Entropy Based on Non-Uniform Embedding
Mei Tao1, Kristina Poskuviene2, Nizar Faisal Alkayem1
1Department of Engineering Mechanics, Hohai University, Nanjing 210098, China.
This study introduces a new method to visualize permutation entropy using attractor embedding. The technique generates a single image representing complex time series data, aiding analysis.
Area of Science:
- Complexity Science
- Time Series Analysis
- Information Theory
Background:
- Permutation entropy is a valuable measure for quantifying complexity in time series data.
- Existing visualization methods for permutation entropy can be complex and difficult to interpret.
- There is a need for intuitive and effective visualization techniques for time series analysis.
Purpose of the Study:
- To present a novel visualization scheme for permutation entropy.
- To develop a method that generates a single, interpretable image representing permutation entropy.
- To demonstrate the advantages of the proposed scheme for analyzing time series.
Main Methods:
- The proposed scheme utilizes non-uniform attractor embedding of time series.
- It involves averaging all possible plain projections of the permutation entropy measure.
- This is performed within a multi-dimensional delay coordinate space.
Main Results:
- A single digital image effectively visualizes permutation entropy.
- The method successfully represents complex patterns in time series data.
- Computational experiments validated the scheme's effectiveness.
Conclusions:
- The novel visualization scheme offers an intuitive way to analyze permutation entropy.
- This approach enhances the understanding of time series complexity.
- The method is applicable to both synthetic and real-world data.
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