Permutation entropy (fast algorithm)

Efficiently computing values of permutation entropy from 1D time series in sliding windows

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2018/10/15
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Valentina Unakafova (2026). Permutation entropy (fast algorithm) (https://ww2.mathworks.cn/matlabcentral/fileexchange/44161-permutation-entropy-fast-algorithm), MATLAB Central File Exchange. 检索时间: .

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1.5.3

Cover pictures has been updated
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1.5.2

The files have also been uploaded at GitHub: https://github.com/ValentinaUn/Fast-permutation-entropy
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1.5.2-0

Description has been renewed (section INTERPRETATION has been added)
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1.5.1

Description (NOTES section) has been updated
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1.5.0

1 The script is updated for compatibility with MATLAB 2018.
2 The values of permutation entropy are normalised as in the original paper by Bandt and Pompe (divided by log((order+1)!)) not by the order of ordinal patterns as in the previous version.
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1.4.3

Two variables are renamed in the m-file for consistency.
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1.4.3-2

Description has been renewed
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1.4.3-1

Description is renewed (notes on parameters choice are added)
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1.4.3-0

description is renewed
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1.4.2

Example of use is corrected
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1.4.1

Example of use is corrected
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1.4.0

Example of use is added
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1.3.0

1 The values of permutation entropy are divided by order of ordinal patterns
2 Minor code style corrections
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1.2.0

-
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1.1.0

A small mistake in the code is corrected:
(line 49) iTau = 1;
is replaced by
(line 48) iTau = mod(WS, Tau)+1;

This mistake introduced a small (~1%) error only in the first WS ePE values if computing for tau>1.
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1.0.0

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