A python multi-variate time series prediction library working with sklearn

A Julia package for generating timeseries surrogates

Nonlinear time series analysis in R

Through Permutation Entropy, we can delve into complex economic systems and unveil their hidden dynamics. PE captures the ordinal relationships between individual values in a time series, revealing a probability distribution of these patterns. This, in turn, allows us to quantify the degree of complexity inherent in the system's behavior.