pyhctsa.operations.entropy.permutation_entropy¶

pyhctsa.operations.entropy.permutation_entropy(y, m=2, tau=1)¶

Permutation Entropy (PermEn) of a time series.

Computes the permutation entropy and its normalised version for a given time series, as described in [1].

This implementation modifies code from the antropy package: https://github.com/raphaelvallat/antropy to provide both raw and normalised permutation entropy values.

References

Parameters:¶

y : array-like¶

Input time series.

m : int, optional¶

Embedding dimension (order of the permutation entropy). Default is 2.

tau : int or str, optional¶

Time-delay for the embedding. Default is 1.

Returns:¶

A dictionary containing the permutation entropy and normalized permutation entropy.

Return type:¶

dict