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Permutation group entropy: A new route to complexity for real-valued processes.

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This is a review of group entropy and its application to permutation complexity. Specifically, we revisit a new approach to the notion of complexity in the time series analysis based… Click to show full abstract

This is a review of group entropy and its application to permutation complexity. Specifically, we revisit a new approach to the notion of complexity in the time series analysis based on both permutation entropy and group entropy. As a result, the permutation entropy rate can be extended from deterministic dynamics to random processes. More generally, our approach provides a unified framework to discuss chaotic and random behaviors.

Keywords: permutation group; permutation; entropy new; group entropy; complexity

Journal Title: Chaos
Year Published: 2022

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