ordpy: A Python package for data analysis with permutation entropy and ordinal network methods

12 Feb 2021 Arthur A. B. Pessa Haroldo V. Ribeiro

Since Bandt and Pompe's seminal work, permutation entropy has been used in several applications and is now an essential tool for time series analysis. Beyond becoming a popular and successful technique, permutation entropy inspired a framework for mapping time series into symbolic sequences that triggered the development of many other tools, including an approach for creating networks from time series known as ordinal networks... (read more)

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  • DATA ANALYSIS, STATISTICS AND PROBABILITY