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The equality of Kolmogorov–Sinai entropy and metric permutation entropy generalized

✍ Scribed by José M. Amigó


Book ID
113850843
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
223 KB
Volume
241
Category
Article
ISSN
0167-2789

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The permutation entropy rate equals the
✍ José M. Amigó; Matthew B. Kennel; Ljupco Kocarev 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 316 KB

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