Dispersion Entropy: A Measure for Time-Series Analysis

@article{Rostaghi2016DispersionEA,
  title={Dispersion Entropy: A Measure for Time-Series Analysis},
  author={Mostafa Rostaghi and Hamed Azami},
  journal={IEEE Signal Processing Letters},
  year={2016},
  volume={23},
  pages={610-614}
}
One of the most powerful tools to assess the dynamical characteristics of time series is entropy. Sample entropy (SE), though powerful, is not fast enough, especially for long signals. Permutation entropy (PE), as a broadly used irregularity indicator, considers only the order of the amplitude values and hence some information regarding the amplitudes may be discarded. To tackle these problems, we introduce a new method, termed dispersion entropy (DE), to quantify the regularity of time series… CONTINUE READING
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