The DOI matches its Crossref record.
Detecting dynamical changes in time series using the permutation entropy
Abstract
Timely detection of unusual and/or unexpected events in natural and man-made systems has deep scientific and practical relevance. We show that the recently proposed conceptually simple and easily calculated measure of permutation entropy can be effectively used to detect qualitative and quantitative dynamical changes. We illustrate our results on two model systems as well as on clinically characterized brain wave data from epileptic patients.
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Cited by
Zhang, X., Liang, Y., Zhou, J., & zang, Y. (2015) · Measurement · doi:10.1016/j.measurement.2015.03.017 · Cited by 586
Permutation entropy: A nonlinear statistical measure for status characterization of rotary machines
Yan, R., Liu, Y., & Gao, R. X. (2012) · Mechanical Systems and Signal Processing · doi:10.1016/j.ymssp.2011.11.022 · Cited by 377
EEG entropy measures in anesthesia
Liang, Z., Wang, Y., Sun, X., Li, D., Voss, L. J., Sleigh, J. W., Hagihira, S., & Li, X. (2015) · Frontiers in Computational Neuroscience · doi:10.3389/fncom.2015.00016 · Cited by 306
Forbidden patterns, permutation entropy and stock market inefficiency
Zunino, L., Zanin, M., Tabak, B. M., Pérez, D. G., & Rosso, O. A. (2009) · Physica A Statistical Mechanics and its Applications · doi:10.1016/j.physa.2009.03.042 · Cited by 249
Jordan, D., Ilg, R., Riedl, V., Schorer, A., Grimberg, S., Neufang, S., Omerovic, A., Berger, S., Untergehrer, G., Preibisch, C., et al. (2013) · Anesthesiology · doi:10.1097/aln.0b013e3182a7ca92 · Cited by 180
Metadata
- Authors
- Cao, Y., Tung, W.-W., Gao, J. B., Protopopescu, V. A., & Hively, L. M.
- Venue
- Physical Review E
- Publisher
- American Physical Society (APS)
- Published
- 2004-10-27
- Volume
- 70
- Issue
- 4
- Pages
- 046217-046217
- ISSN
- 1539-3755 (ISSN-L)
- 1550-2376
- OpenAlex
- W2017091714
- Cited by
- 544
- References
- 0
- FWCI
- 14.22
- Type
- journal article
- Language
- en
- Open access
- closed
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- Cao, Y., Tung, W.-W., Gao, J. B., Protopopescu, V. A., & Hively, L. M. (2004). Detecting dynamical changes in time series using the permutation entropy. Physical Review E. https://doi.org/10.1103/physreve.70.046217
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