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Application of permutation entropy method in the analysis of chaotic, noisy, and chaotic noisy series

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Abstract

We have considered a permutation entropy method for analyzing chaotic, noisy, and chaotic noisy series. We have introduced the concept of permutation entropy from a survey of some features of information entropy (Shannon entropy), described the algorithm for its calculation, and indicated the advantages of this approach in the analysis of time series; the application of this method in the analysis of various model systems and experimental data has also been demonstrated.

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Correspondence to S. A. Makarkin.

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Original Russian Text © S.A. Makarkin, A.V. Starodubov, Yu.A. Kalinin, 2017, published in Zhurnal Tekhnicheskoi Fiziki, 2017, Vol. 87, No. 11, pp. 1712–1717.

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Makarkin, S.A., Starodubov, A.V. & Kalinin, Y.A. Application of permutation entropy method in the analysis of chaotic, noisy, and chaotic noisy series. Tech. Phys. 62, 1714–1719 (2017). https://doi.org/10.1134/S1063784217110202

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  • DOI: https://doi.org/10.1134/S1063784217110202

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