Permutation Entropy

We introduce complexity parameters for time series based on comparison of neighboring values. The definition directly applies to arbitrary real–world data. For some well–known chaotic dynamical systems it is shown that our complexity behaves similar as Lyapunov exponents, and is particularly useful in the presence of dynamical or observational noise. The advantages of our method are its simplicity, extremely fast calculation, its robustness and invariance with respect to non–linear monotonous transformations.

以上是排列熵的简单的阐述，排列熵算法为度量时间序列复杂性的一种方法，它的优点是简单，便于计算。在医学上，基于心脏、脑活动数据的复杂性成功地诊断出疾病或者健康程度，也在气候气象学上有研究。
这几天看了一些paper，过程是极其happy的，因为你不光不知道单词意思，就算知道了你还得组合成句（哈哈，开个玩笑）。大概是知道排列熵算法的计算过程了。下面我来说一说。

排列熵的基本计算过程就是这样了。