The permutation entropy rate equals the
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Josรฉ M. Amigรณ; Matthew B. Kennel; Ljupco Kocarev
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Article
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2005
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Elsevier Science
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English
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Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy rates-measures of new disorder per new observed value-are equal for ergod