Abstract
In order to more effectively mine the structural features in time series, while simplifying the complexity of time series analysis, equiprobable symbolization pattern entropy (EPSPE) based on time series symbolization combined with sliding window technology is proposed in this paper. Firstly, time series are implemented symbolic procession according to the equal probability distribution of the original data, which greatly simplifies the difficulty of analyzing the signal on the premise of small loss of precision to the original signal. Then, sliding window technique is used to obtain a finite number of different symbolic patterns, and the pattern pairs are determined by calculating the conversion between the symbolic patterns. Next, the conversion frequency between symbolized patterns is counted to calculate the probability of the pattern pairs, thus estimating the complexity measurement of complex signals. The results of test using the Logistic system with different parameters show that compared with multiscale sample entropy(MSE), EPSPE can more concisely and intuitively reflect the structural characteristics of time series. Finally, EPSPE is used to investigate the natural wind field signals collected at an outdoor space in which nine high precision two-dimensional (2D) ultrasonic anemometers are deployed in line with 1m interval. The values of EPSPE show consistent increase or decrease trend with the spatial regular arrangement of the nine anemometers. While the results of MSE are irregular, and cannot accurately predict the spatial deployment relationship of nine 2D ultrasonic anemometers.