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Refined Composite Multiscale Weighted-Permutation Entropy of Financial Time Series
Physica A: Statistical Mechanics and Its Applications, 2018Abstract For quantifying the complexity of nonlinear systems, multiscale weighted-permutation entropy (MWPE) has recently been proposed. MWPE has incorporated amplitude information and been applied to account for the multiple inherent dynamics of time series.
Pengjian Shang
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2023 IEEE Statistical Signal Processing Workshop (SSP), 2023
Multi-scale permutation entropy (MPE) is an interesting tool for analyzing signal internal structures and quan-tifying complexity. The most commonly used MPEs involve a linear preprocessing step applied to the original signal prior to the evaluation of the permutation entropy (PE).
Meryem Jabloun +2 more
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Multi-scale permutation entropy (MPE) is an interesting tool for analyzing signal internal structures and quan-tifying complexity. The most commonly used MPEs involve a linear preprocessing step applied to the original signal prior to the evaluation of the permutation entropy (PE).
Meryem Jabloun +2 more
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Assessing multiscale permutation entropy for short electroencephalogram recordings
Cluster Computing, 2016Electroencephalogram (EEG) has been a standard tool to monitor the status of the brain. For a quantification of EEG recordings, permutation entropy (PE) has been of interest due to simplicity and robustness to noise. A multiscale extension of PE, called multiscale PE (MPE), has been promising for describing the dynamical characteristics of EEG over ...
Young-Seok Choi +2 more
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Multiscale two-dimensional permutation entropy to analyze encrypted images
Chaos: An Interdisciplinary Journal of Nonlinear Science, 2023Multiscale versions of weighted (and non-weighted) permutation entropy for two dimensions are considered in order to compare and analyze the results when different experiments are conducted. We propose the application of these measures to analyze encrypted images with different security levels and encryption methods.
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Multiscale Permutation Entropy of Physiological Time Series
2005 Pakistan Section Multitopic Conference, 2005Time series derived from simpler systems are single scale based and thus can be quantified by using traditional measures of entropy. However, times series derived from physical and biological systems are complex and show structures on multiple spatio-temporal scales.
Wajid Aziz, Muhammad Arif
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Multiscale joint permutation entropy for complex time series
Physica A: Statistical Mechanics and its Applications, 2019Abstract In this paper, we propose the multiscale joint permutation entropy (MJPE) to study the synchronism between two complex time series from the view of ordinal pattern and multiple scales. First, we use the Rossler system using active control, two-component ARFIMA processes to test the effectiveness of MJPE and also add some noise to the ARFIMA ...
Yi Yin +3 more
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Weighted multiscale permutation entropy of financial time series
Nonlinear Dynamics, 2014In this paper, we propose the weighted multiscale permutation entropy (WMPE) as a novel measure to quantify the complexity of nonlinear time series containing amplitude-coded information. WMPE is different from multiscale permutation entropy (MPE) in the sense that it suits better signals having considerable amplitude information and also succeed in ...
Yi Yin, Pengjian Shang
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Multiscale permutation entropy analysis of EEG recordings during sevoflurane anesthesia
Journal of Neural Engineering, 2010Electroencephalogram (EEG) monitoring of the effect of anesthetic drugs on the central nervous system has long been used in anesthesia research. Several methods based on nonlinear dynamics, such as permutation entropy (PE), have been proposed to analyze EEG series during anesthesia.
Duan, Li +4 more
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2019 27th European Signal Processing Conference (EUSIPCO), 2019
Multiscale Permutation Entropy (MPE), an extension of Permutation Entropy (PE), was proposed to better capture the information content in long range trends. This technique has been extensively used in biomedical applications for diagnosis purposes. Although PE theory is well established and explored, there is still a lack of theoretical development for
Antonio Dávalos +3 more
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Multiscale Permutation Entropy (MPE), an extension of Permutation Entropy (PE), was proposed to better capture the information content in long range trends. This technique has been extensively used in biomedical applications for diagnosis purposes. Although PE theory is well established and explored, there is still a lack of theoretical development for
Antonio Dávalos +3 more
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SVM classification of epileptic EEG recordings through multiscale permutation entropy
The 2013 International Joint Conference on Neural Networks (IJCNN), 2013Electroencephalogram (EEG) is a non-invasive diagnostic tool in clinical neurophysiology, especially with respect to epilepsy. The epileptic status is characterized by reduced complexity. New markers, based on nonlinear dynamics, like Permutation Entropy (PE) have been developed to measure EEG complexity.
Domenico Labate +5 more
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