排列熵python代码
时间: 2023-09-05 13:13:50 浏览: 64
以下是计算排列熵的Python代码:
```python
import math
def permutation_entropy(time_series, m, delay):
n = len(time_series)
permutations = []
for i in range(n - delay*m):
permutation = []
for j in range(m):
permutation.append(time_series[i + j*delay])
permutations.append(permutation)
counts = {}
for permutation in permutations:
key = tuple(permutation)
if key not in counts:
counts[key] = 0
counts[key] += 1
entropy = 0.0
for count in counts.values():
p = float(count) / len(permutations)
entropy -= p * math.log(p, 2)
return entropy
```
其中,`time_series` 是时间序列数据,`m` 是嵌入维数,`delay` 是采样间隔。函数返回计算得出的排列熵。