.png){kind=icon}
返回
On the automatic parameter selection for permutation entropy
.png){kind=icon}
OA
AI
DOI：10.1063/1.5111719.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
Permutation Entropy (PE) is a cost effective tool for summarizing the complexity of a time series. It has been used in many applications including damage detection, disease forecasting, detection of dynamical changes, and financial volatility analysis. However, to successfully use PE, an accurate selection of two parameters is needed: the permutation dimension n and embedding delay τ. These parameters are often suggested by experts based on a heuristic or by a trial and error approach. Both of these methods can be time-consuming and lead to inaccurate results. In this work, we investigate multiple schemes for automatically selecting these parameters with only the corresponding time series as the input. Specifically, we develop a frequency-domain approach based on the least median of squares and the Fourier spectrum, as well as extend two existing methods: Permutation Auto-Mutual Information Function and Multi-scale Permutation Entropy (MPE) for determining τ. We then compare our methods as well as current methods in the literature for obtaining both τ and n against expert-suggested values in published works. We show that the success of any method in automatically generating the correct PE parameters depends on the category of the studied system. Specifically, for the delay parameter τ, we show that our frequency approach provides accurate suggestions for periodic systems, nonlinear difference equations, and electrocardiogram/electroencephalogram data, while the mutual information function computed using adaptive partitions provides the most accurate results for chaotic differential equations. For the permutation dimension n, both False Nearest Neighbors and MPE provide accurate values for n for most of the systems with a value of n=5 being suitable in most cases.
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
暂无期刊信息
机构
暂无机构信息
引用论文
暂无论文信息