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: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-12-01
|
Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/24/1/37 |
_version_ | 1827665681234001920 |
---|---|
author | Tim Gutjahr Karsten Keller |
author_facet | Tim Gutjahr Karsten Keller |
author_sort | Tim Gutjahr |
collection | DOAJ |
description | 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. |
first_indexed | 2024-03-10T01:31:32Z |
format | Article |
id | doaj.art-4afe2b012d0547d19d282e7be5448e21 |
institution | Directory Open Access Journal |
issn | 1099-4300 |
language | English |
last_indexed | 2024-03-10T01:31:32Z |
publishDate | 2021-12-01 |
publisher | MDPI AG |
record_format | Article |
series | Entropy |
spelling | doaj.art-4afe2b012d0547d19d282e7be5448e212023-11-23T13:40:52ZengMDPI AGEntropy1099-43002021-12-012413710.3390/e24010037On Rényi Permutation EntropyTim Gutjahr0Karsten Keller1Institute of Mathematics, University of Lübeck, D-23562 Lübeck, GermanyInstitute of Mathematics, University of Lübeck, D-23562 Lübeck, GermanyAmong 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.https://www.mdpi.com/1099-4300/24/1/37Rényi entropypermutation entropyKolmogorov–Sinai entropy |
spellingShingle | Tim Gutjahr Karsten Keller On Rényi Permutation Entropy Entropy Rényi entropy permutation entropy Kolmogorov–Sinai entropy |
title | On Rényi Permutation Entropy |
title_full | On Rényi Permutation Entropy |
title_fullStr | On Rényi Permutation Entropy |
title_full_unstemmed | On Rényi Permutation Entropy |
title_short | On Rényi Permutation Entropy |
title_sort | on renyi permutation entropy |
topic | Rényi entropy permutation entropy Kolmogorov–Sinai entropy |
url | https://www.mdpi.com/1099-4300/24/1/37 |
work_keys_str_mv | AT timgutjahr onrenyipermutationentropy AT karstenkeller onrenyipermutationentropy |