{Here, we propose a new tool to estimate the complexity of a time series: the entropy of difference (ED). The method is based solely on the sign of the difference between neighbouring values in a time series. This makes it possible to describe the signal as efficiently as prior proposed parameters such as permutation entropy (PE) or modified permutation entropy (mPE), but (1) reduces the size of the sample that is necessary to estimate the parameter value, and (2) enables the use of the Kullback-Leibler divergence to estimate the "distance" between the time series data and random signals.
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