An approach to comparing Kolmogorov-Sinai and permutation entropy

The European Physical Journal Special Topics - Tập 222 - Trang 353-361 - 2013
V.A. Unakafova1,2, A.M. Unakafov1,2, K. Keller1
1Institute of Mathematics, University of Lübeck, Lübeck, Germany
2Graduate School for Computing in Medicine and Life Sciences, University of Lübeck, Lübeck, Germany

Tóm tắt

In this paper we discuss the relationship between permutation entropy and Kolmogorov-Sinai entropy in the one-dimensional case. For this, we consider partitions of the state space of a dynamical system using ordinal patterns of order (d + n− 1) on the one hand, and using n-letter words of ordinal patterns of order d on the other hand. The answer to the question of how different these partitions are provides an approach to comparing the entropies.

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