On Rényi Permutation Entropy
Among various modifications of the permutation entropy defined as the Shannon entropy of the ordinal pattern distribution underlying a system, a variant based on Rényi entropies was considered in a few papers. This paper discusses the relatively new concept of Rényi permutation entropies in dependen...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/1/37 |
| Summary: | Among various modifications of the permutation entropy defined as the Shannon entropy of the ordinal pattern distribution underlying a system, a variant based on Rényi entropies was considered in a few papers. This paper discusses the relatively new concept of Rényi permutation entropies in dependence of non-negative real number <i>q</i> parameterizing the family of Rényi entropies and providing the Shannon entropy for <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>q</mi><mo>=</mo><mn>1</mn></mrow></semantics></math></inline-formula>. Its relationship to Kolmogorov–Sinai entropy and, for <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>q</mi><mo>=</mo><mn>2</mn></mrow></semantics></math></inline-formula>, to the recently introduced symbolic correlation integral are touched. |
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| ISSN: | 1099-4300 |