On the Statistical Properties of Multiscale Permutation Entropy: Characterization of the Estimator’s Variance
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 M...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/21/5/450 |