Ordinal Patterns and Entropy Indices for Pairs of Sequences

A Python module with functions for the computation of selected indices based on ordinal patterns and entropy for pairs of time series. Specifically: permutation entropy (this one defined for a single time series), transcript entropy, mutual information, transcript mutual information, and momentary information transfer.

These formulas were used in the paper “Differentiating patients with obstructive sleep apnea from healthy controls based on heart rate – blood pressure coupling quantified by entropy-based indices” by Paweł Pilarczyk, Grzegorz Graff, José M. Amigó, Katarzyna Tessmer, Krzysztof Narkiewicz, and Beata Graff. Most of them were explained in the appendix of that paper. Other references are provided in comments in the code.