On the relation of KS entropy and permutation entropy

DOI10.1016/J.PHYSD.2012.05.010MaRDI QIDQ1926261zbMATH OpenOpenAlexFDO

Authors Karsten Keller, Anton M. Unakafov, Valentina A. Unakafova

Publication date 28 December 2012

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.6473

zbMATH Keywords

Kolmogorov-Sinai entropyordinal patternspermutation entropy

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Topological entropy (37B40)

Abstract: Since Bandt et al. have shown that the permutation entropy and the Kolmogorov-Sinai entropy coincide for piecewise monotone interval maps, the relationship of both entropies for time-discrete dynamical systems is of a certain interest. The aim of this paper is a discussion of this relationship on the basis of an ordinal characterization of the Kolmogorov-Sinai entropy recently given.

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Cites work

• A standardized approach to the Kolmogorov–Sinai entropy
• Embedology
• Entropy of interval maps via permutations
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 1542660 (Why is no real title available?)
• Kolmogorov-Sinai entropy from the ordinal viewpoint
• Permutation complexity in dynamical systems. Ordinal patterns, permutation entropy and all that
• Permutation complexity via duality between values and orderings
• Permutations and the Kolmogorov-Sinai entropy
• The equality of Kolmogorov-Sinai entropy and metric permutation entropy generalized
• The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems
• TIME SERIES FROM THE ORDINAL VIEWPOINT

Cited in

(16)

• Detecting nonlinearity in short and noisy time series using the permutation entropy
• On entropy rates of dynamical systems and Gaussian processes
• Permutation entropy and bubble entropy: possible interactions and synergies between order and sorting relations
• Equality of Kolmogorov-Sinai and permutation entropy for one-dimensional maps consisting of countably many monotone parts
• Conditional entropy of ordinal patterns
• Entropy determination based on the ordinal structure of a dynamical system
• Permutation complexity and coupling measures in hidden Markov models
• Efficiently measuring complexity on the basis of real-world data
• Pesin-type relation for subexponential instability
• Kolmogorov-Sinai entropy via separation properties of order-generated \(\sigma\)-algebras
• The equality of Kolmogorov-Sinai entropy and metric permutation entropy generalized
• Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes
• Complexity of couplings in multivariate time series via ordinal persistent homology
• Permutation pressures for noncompact sets
• Permutations and the Kolmogorov-Sinai entropy
• Kolmogorov-Sinai entropy from the ordinal viewpoint

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