On Rényi Permutation Entropy |
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Authors: | Tim Gutjahr Karsten Keller |
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Affiliation: | Institute of Mathematics, University of Lübeck, D-23562 Lübeck, Germany; |
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Abstract: | 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 q parameterizing the family of Rényi entropies and providing the Shannon entropy for . Its relationship to Kolmogorov–Sinai entropy and, for , to the recently introduced symbolic correlation integral are touched. |
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Keywords: | Ré nyi entropy, permutation entropy, Kolmogorov– Sinai entropy |
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