On the Statistical Properties of Multiscale Permutation Entropy: Characterization of the Estimator’s Variance

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...

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Bibliographic Details
Main Authors: Antonio Dávalos, Meryem Jabloun, Philippe Ravier, Olivier Buttelli
Format: Article
Language:English
Published: MDPI AG 2019-04-01
Series:Entropy
Subjects:
Multiscale Permutation Entropy
ordinal patterns
estimator variance
Cramér–Rao Lower Bound
finite-length signals
Online Access:https://www.mdpi.com/1099-4300/21/5/450

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