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...

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Main Authors: Tim Gutjahr, Karsten Keller
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/24/1/37
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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.
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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