Entropy determination based on the ordinal structure of a dynamical system

DOI10.3934/DCDSB.2015.20.3507MaRDI QIDQ258245zbMATH OpenOpenAlexFDO

Authors Karsten Keller, Inga Stolz, Sergiy Maksymenko

Publication date 10 March 2016

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.01309

zbMATH Keywords

algebra reconstruction dimensionKolmogorov-Sinai entropyordinal time series analysispermutation entropy

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Time series analysis of dynamical systems (37M10)

Abstract: The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of determining the Kolmogorov-Sinai entropy of a measure-preserving dynamical system via increasing sequences of order generated partitions of the state space. Our main focus are measuring processes without information loss. Particularly, we consider the question of the minimal necessary number of measurements related to the properties of a given dynamical system.

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Cited in

(13)

• Estimation of the entropy of a dynamical system
• On the relation of KS entropy and permutation entropy
• Local entropies as a measure of ordering in discrete maps
• The ordinal Kolmogorov-Sinai entropy: a generalized approximation
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series
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• A Priori Approximation of Symmetries in Dynamic Probabilistic Relational Models
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• Kolmogorov-Sinai entropy from the ordinal viewpoint

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