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• W3119291154 startingPage "013115" @default.
• W3119291154 abstract "Permutation entropy measures the complexity of deterministic time series via a data symbolic quantization consisting of rank vectors called ordinal patterns or just permutations. The reasons for the increasing popularity of this entropy in time series analysis include that (i) it converges to the Kolmogorov-Sinai entropy of the underlying dynamics in the limit of ever longer permutations, and (ii) its computation dispenses with generating and ad hoc partitions. However, permutation entropy diverges when the number of allowed permutations grows super-exponentially with their length, as is usually the case when time series are output by random processes. In this Letter we propose a generalized permutation entropy that is finite for random processes, including discrete-time dynamical systems with observational or dynamical noise." @default.
• W3119291154 created "2021-01-18" @default.
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• W3119291154 date "2021-01-01" @default.
• W3119291154 modified "2023-10-07" @default.
• W3119291154 title "A generalized permutation entropy for noisy dynamics and random processes" @default.
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• W3119291154 doi "https://doi.org/10.1063/5.0023419" @default.
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