Multivariate permutation entropy and its application for complexity analysis of chaotic systems

被引：56
作者：
He, Shaobo [1 ]
Sun, Kehui [1 ,2 ]
Wang, Huihai [1 ]
机构：
[1] Cent S Univ, Sch Phys & Elect, Changsha 410083, Hunan, Peoples R China
[2] Xinjiang Univ, Sch Phys Sci & Technol, Urumqi 830046, Peoples R China
来源：
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2016年 / 461卷
基金：
中国国家自然科学基金;
关键词：
Permutation entropy; Multivariate complexity; Simplified Lorenz system; Financial chaotic system;
D O I：
10.1016/j.physa.2016.06.012
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
To measure the complexity of multivariate systems, the multivariate permutation entropy (MvPE) algorithm is proposed. It is employed to measure complexity of multivariate system in the phase space. As an application, MvPE is applied to analyze the complexity of chaotic systems, including hyperchaotic Henon map, fractional-order simplified Lorenz system and financial chaotic system. Results show that MvPE algorithm is effective for analyzing the complexity of the multivariate systems. It also shows that fractional-order system does not become more complex with derivative order varying. Compared with PE, MvPE has better robustness for noise and sampling interval, and the results are not affected by different normalization methods. (C) 2016 Elsevier B.V. All rights reserved.
引用
收藏
页码：812 / 823
页数：12
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