Method for optimal determination of parameters in permutation entropy algorithm
Rao Guo-qian · 2014
Permutation entropy(PE) algorithm can better magnify tiny change of a time series of data.It is simple in computation and shows good quality in real-time application,so,it gives us a good application prospect in detection of the sudden change of a signal.However,the parameters in the algorithm,namely the embedding dimension and delay time are usually still determined by experience or trial.This forms a bottle-neck of PE algorithm for engineering application.According to the theory of PE algorithm,a method based on reconstructing optimal phase space of time series was put forward to determine these model parameters.Considering two points of view about phase space reconstruction,basic theories of independent and joint determination methods were introduced to determine the delay time and embedding dimension.The two determination methods were validated and compared by using simulated signals and whole life data of rolling bearings.It is concluded that the independent determination of model parameters was better than joint determination for abnormality detection.