排列熵matlab实现

你可以使用以下的MATLAB代码来实现排列熵的计算:

function pe = pec(y, m, t)
    % Calculate the permutation entropy
    % Input: y: time series;
    % m: order of permuation entropy
    % t: delay time of permuation entropy,
    % Output:
    % pe: permuation entropy
    
    ly = length(y);
    permlist = perms(1:m);
    c(1:length(permlist)) = 0;

    for j = 1:ly - t * (m - 1)
        [a, iv = sort(y(j:t:j + t * (m - 1)));
        for jj = 1:length(permlist)
            if sum(abs(permlist(jj, :) - iv)) == 0
                c(jj) = c(jj) + 1;
            end
        end
    end

    c = c(find(c ~= 0));
    p = c / sum(c);
    pe = -sum(p .* log(p));
end

以上代码通过输入时间序列`y`、排列熵的阶数`m`和延迟时间`t`，计算并返回排列熵`pe`。该函数使用排列列表`permlist`来存储可能的排列，然后对于每个时间窗口，通过排序来获取排列向量`iv`，并将其与排列列表进行比较，更新计数向量`c`。

最后，根据计数向量`c`计算概率向量`p`，并使用熵公式计算排列熵`pe`。

请注意，这只是实现排列熵的一种方法，具体的使用方法和参数设置可以根据您的需求进行相应的修改。<span class="em">1</span><span class="em">2</span><span class="em">3</span>
#### 引用[.reference_title]
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