Detecting dynamical changes in time series using the permutation entropy

Yinhe Cao, Wen Wen Tung, J. B. Gao, V. A. Protopopescu, L. M. Hively

Research output: Contribution to journalArticlepeer-review

385 Scopus citations

Abstract

The possibility of using the permutation entropy (PE) to detect dynamical changes in a complex time series was discussed. It was shown that PE can be used to detect bifurcations in model systems. It was also shown that permutation entropy can be effectively used to detect qualitative and quantitative dynamical changes. The results were illustrated on two model systems as well as on clinically characterized brain wave data.

Original languageEnglish
Article number046217
Pages (from-to)046217-1-046217-7
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume70
Issue number4 2
DOIs
StatePublished - Oct 2004

Funding

The authors thank Professor Sackellares of the Shands Hospital at the University of Florida for kindly providing them with the EEG data and Ms. Hui Liu for preparing the data. V.P. was partially supported by the Division of Material Sciences and Engineering, DOE Office of Basic Sciences. ORNL is operated for the DOE under Contract No. DE-AC05–00OR22725 with UT-Battele, LLC.

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