matlab求排列熵

在Matlab中，可以使用下面的代码来计算排列熵：

function pe = pec(y, m, t)
    % Calculate the permutation entropy
    % Input: y: time series;
    %        m: order of permutation entropy
    %        t: delay time of permutation entropy
    % Output: pe: permutation 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 (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

这段代码通过输入时间序列y、排列的阶数m和延迟时间t，计算出排列熵pe。其中，排列熵是根据排列频率来计算的。首先，对时间序列y进行分段，并对每个段内的数据进行排序，然后统计每种排列的频率，最后根据频率计算排列熵。

可以在Matlab中调用这个函数来计算给定时间序列的排列熵。通过修改输入的时间序列和参数m、t，可以根据自己的需求来计算不同的排列熵。<span class="em">1</span><span class="em">2</span><span class="em">3</span>
#### 引用[.reference_title]
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