Permutation entropy and its main biomedical and econophysics applications: a review

M Zanin, L Zunino, OA Rosso, D Papo - Entropy, 2012 - mdpi.com
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 …

Practical considerations of permutation entropy: A tutorial review

M Riedl, A Müller, N Wessel - The European Physical Journal Special …, 2013 - Springer
More than ten years ago Bandt and Pompe introduced a new measure to quantify
complexity in measured time series. During these ten years, this measure has been modified …

A novel bearing fault diagnosis model integrated permutation entropy, ensemble empirical mode decomposition and optimized SVM

X Zhang, Y Liang, J Zhou - Measurement, 2015 - Elsevier
This paper presents a novel hybrid model for fault detection and classification of motor
bearing. In the proposed model, permutation entropy (PE) of the vibration signal is …

Weighted-permutation entropy: A complexity measure for time series incorporating amplitude information

B Fadlallah, B Chen, A Keil, J Príncipe - Physical Review E—Statistical …, 2013 - APS
Permutation entropy (PE) has been recently suggested as a novel measure to characterize
the complexity of nonlinear time series. In this paper, we propose a simple method to …

Bridging the divide in financial market forecasting: machine learners vs. financial economists

MW Hsu, S Lessmann, MC Sung, T Ma… - Expert systems with …, 2016 - Elsevier
Financial time series forecasting is a popular application of machine learning methods.
Previous studies report that advanced forecasting methods predict price changes in financial …

Chaos, randomness and multi-fractality in Bitcoin market

S Lahmiri, S Bekiros - Chaos, solitons & fractals, 2018 - Elsevier
Since its inception, the digital currency market is considerably growing, especially in the
most recent years. The main purpose of this paper is to investigate, assess and detect …

Bearing fault diagnosis based on multiscale permutation entropy and support vector machine

SD Wu, PH Wu, CW Wu, JJ Ding, CC Wang - Entropy, 2012 - mdpi.com
Bearing fault diagnosis has attracted significant attention over the past few decades. It
consists of two major parts: vibration signal feature extraction and condition classification for …

Ordinal patterns-based methodologies for distinguishing chaos from noise in discrete time series

M Zanin, F Olivares - Communications Physics, 2021 - nature.com
One of the most important aspects of time series is their degree of stochasticity vs. chaoticity.
Since the discovery of chaotic maps, many algorithms have been proposed to discriminate …

Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis

Y Wang, L Liu, R Gu - International Review of Financial Analysis, 2009 - Elsevier
We divided the whole series of Shenzhen stock market into two sub-series at the criterion of
the date of a reform and their scale behaviors are investigated using multifractal detrended …

Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency

L Zunino, M Zanin, BM Tabak, DG Pérez… - Physica A: Statistical …, 2010 - Elsevier
The complexity-entropy causality plane has been recently introduced as a powerful tool for
discriminating Gaussian from non-Gaussian process and different degrees of correlations …