Embedded Dimension and Time Series Length. Practical Influence on Permutation Entropy and Its Applications.

ABSTRACT: Permutation Entropy (PE) is a time series complexity measure commonly used in a variety of contexts, with medicine being the prime example. In its general form, it requires three input parameters for its calculation: time series length N, embedded dimension m, and embedded delay τ . Inappropriate choices of these parameters may potentially lead to incorrect interpretations. However, there are no specific guidelines for an optimal selection of N, m, or τ , only general recommendations such as N > > m ! , τ = 1 , or m = 3 , … , 7 . This paper deals specifically with the study of the practical implications of N > > m ! , since long time series are often not available, or non-stationary, and other preliminary results suggest that low N values do not necessarily invalidate PE usefulness. Our st

SUBMITTER: Cuesta-Frau D 

PROVIDER: S-EPMC7514869 | biostudies-literature | 2019 Apr

REPOSITORIES: biostudies-literature