The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems
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چکیده
منابع مشابه
The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems
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 ergodic finite-alphabet information sources (discrete-time stationary stochastic processes). With this...
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ژورنال
عنوان ژورنال: Physica D: Nonlinear Phenomena
سال: 2005
ISSN: 0167-2789
DOI: 10.1016/j.physd.2005.07.006