2.1. Parameter selection module documentation

This page provides a summary of the Python functions used in “On the Automatic Parameter Selection for Permutation Entropy” for automatically finding an appropriate dimension and delay for both delay embedding (i.e. Takens’ embedding or state space reconstruction) and permutations for permutation entropy or ordinal partition networks. To use this module, the following python packages are needed:

• numpy

• scipy

• pyentrp

• matplotlib

• pandas

The following is the table of contents for the parameter selection methods:

• 2.1.1. Mutual Information (MI) for time delay (tau).
• MI_DV()
• MI_basic()
• MI_for_delay()
• MI_kraskov()
• 2.1.2. Auto-correlation for time delay (tau).
• autoCorrelation_tau()
• 2.1.3. Statistical analysis of the Fourier spectrum for time delay (tau).
• AbsFFT()
• LMSforDelay()
• MaximumFrequency()
• 2.1.4. Permutation Auto Mutual Information (PAMI) for time delay (tau).
• PAMI_for_delay()
• mutualPerm()
• 2.1.5. MsPE for time delay (tau) and dimension (n).
• MsPE_n()
• MsPE_tau()
• 2.1.6. False Nearest Neighbors (FNN) for dimension (n).
• FNN_n()