Permutation group entropy: a new route to complexity for real-valued processes

Abstract

This is a review of group entropy and its application to permutation complexity. Specifically we revisit a new approach to the notion of complexity in time serie analysis, based on both permutation entropy and group entropy. As a result, the permutation entropy rate can be extended from deterministic dynamics to random processes. More generally, our approach provides a unified framework to discuss chaotic and random behaviours.

24 pages; 4 figures

References in corpus (2)

• Forbidden ordinal patterns in higher dimensional dynamics
• On entropy, entropy-like quantities, and applications