permutation entropy

We calculate the permutation entropy of a time series by first decomposing the series into its dynamic elements. Specifically, for each moving block of length D, we characterize the block as one of D! possible sequences, using the function ordinal-idx. This function ranks the elements of the blocks. For example,

(ordinal-idx [0 0 4 1 3]) => (0 1 3 4 2)