On the Statistical Properties of Multiscale Permutation Entropy: Characterization of the Estimator's...
On the Statistical Properties of Multiscale Permutation Entropy: Characterization of the Estimator's Variance
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Switzerland: MDPI AG
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English
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Switzerland: MDPI AG
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Permutation Entropy (PE) and Multiscale Permutation Entropy (MPE) have been extensively used in the analysis of time series searching for regularities. Although PE has been explored and characterized, there is still a lack of theoretical background regarding MPE. Therefore, we expand the available MPE theory by developing an explicit expression for...
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On the Statistical Properties of Multiscale Permutation Entropy: Characterization of the Estimator's Variance
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TN_cdi_doaj_primary_oai_doaj_org_article_8dddb308cf6d4343952e370f1c6a9da7
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_8dddb308cf6d4343952e370f1c6a9da7
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ISSN
1099-4300
E-ISSN
1099-4300
DOI
10.3390/e21050450