【摘 要】
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Information entropy,as a quantitative measure of complexity in nonlinear systems,has been widely researched in a variety of contexts.With the development of a n
【机 构】
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School of electrical and information engineering,Tianjin University,Tianjin 300072,China
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Information entropy,as a quantitative measure of complexity in nonlinear systems,has been widely researched in a variety of contexts.With the development of a nonlinear dynamic,the entropy is faced with severe challenges in dealing with those signals exhibiting extreme volatility.In order to address this problem of weighted permutation entropy,which may result in the inaccurate estimation of extreme volatility,we propose a rescaled range permutation entropy,which selects the ratio of range and standard deviation as the weight of different fragments in the time series,thereby effectively extracting the maximum volatility.By analyzing typical nonlinear systems,we investigate the sensitivities of four methods in chaotic time series where extreme volatility occurs.Compared with sample entropy,fuzzy entropy,and weighted permutation entropy,this rescaled range permutation entropy leads to a significant discernibility,which provides a new method for distinguishing the complexity of nonlinear systems with extreme volatility.
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