Permutation Entropy and Its Main Biomedical and Econophysics Applications: A Review

Entropy is a powerful tool for the analysis of time series, as it allows describing the probability distributions of the possible state of a system, and therefore the information encoded in it. Nevertheless, important information may be codified also in the temporal dynamics, an aspect which is not usually taken into account. The idea of calculating entropy based on permutation patterns (that is, permutations defined by the order relations among values of a time series) has received a lot of attention in the last years, especially for the understanding of complex and chaotic systems. Permutation entropy directly accounts for the temporal information contained in the time series; furthermore, it has the quality…

• CN
  Consejo Nacional de Investigaciones Científicas y Técnicas
• CN
  Conselho Nacional de Desenvolvimento Científico e Tecnológico