摘要:As a dynamic detecting method for abrupt information, permutation entropy could effectively reflect the subtle change in time series data, which is also simple and can be computed conveniently. Based on the permutation entropy, some improved methods for detecting weak abrupt information hidden in time series data are presented, such as permutation entropy spectrum, second permutation entropy, and second permutation entropy spectrum. Through some simulation examples, these new methods are compared with the existing single permutation entropy and approximate entropy, and the results show that these methods can more effectively detect the much weaker abrupt information. Especially, the second permutation entropy spectrum is very robust even if the periodic abrupt information is very weak.
关键词:Permutation entropy; permutation entropy spectrum; second permutation entropy; weak abrupt information; condition monitoring; second permutation entropy spectrum