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Cited by 4,867

The DOI matches its Crossref record; 13 of the 13 references it cites were found in a registry or an index.

Permutation Entropy: A Natural Complexity Measure for Time Series

Bandt, Christoph, Pompe, Bernd·2002·Physical Review Letters

Abstract

We introduce complexity parameters for time series based on comparison of neighboring values. The definition directly applies to arbitrary real-world data. For some well-known chaotic dynamical systems it is shown that our complexity behaves similar to Lyapunov exponents, and is particularly useful in the presence of dynamical or observational noise. The advantages of our method are its simplicity, extremely fast calculation, robustness, and invariance with respect to nonlinear monotonous transformations.

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Metadata

Authors
Bandt, C., & Pompe, B.
Venue
Physical Review Letters
Published
2002-04-11
Volume
88
Issue
17
Pages
174102-174102
ISSN
  • 0031-9007 (ISSN-L)
  • 1079-7114
OpenAlex
W2014683958
Cited by
4,867
References
13
FWCI
4.39
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Permutation Entropy: A Natural Complexity Measure for Time Series. https://app.cochat.ai/papers/10.1103/physrevlett.88.174102
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Bandt, C., & Pompe, B. (2002). Permutation Entropy: A Natural Complexity Measure for Time Series. Physical Review Letters. https://doi.org/10.1103/physrevlett.88.174102

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.