Entropy determination based on the ordinal structure of a dynamical system

DOI10.3934/DCDSB.2015.20.3507zbMATH Open1366.37016arXiv1502.01309OpenAlexW1525051599MaRDI QIDQ258245FDOQ258245

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)

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.

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

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zbMATH Keywords

algebra reconstruction dimensionKolmogorov-Sinai entropyordinal time series analysispermutation entropy

Mathematics Subject Classification ID

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

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Cited In (13)

• Local entropies as a measure of ordering in discrete maps
• On entropy, entropy-like quantities, and applications
• Estimation of the entropy of a dynamical system
• A geometric analysis of time series leading to information encoding and a new entropy measure
• Permutations and the Kolmogorov-Sinai entropy
• Kolmogorov-Sinai entropy from the ordinal viewpoint
• Ordinal pattern distributions in dynamical systems
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series
• On the relation of KS entropy and permutation entropy
• Conditional entropy of ordinal patterns
• A Priori Approximation of Symmetries in Dynamic Probabilistic Relational Models
• Information entropy analysis of the degree of structure self-organization
• The ordinal Kolmogorov-Sinai entropy: a generalized approximation

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