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Permutation Entropy: Enhancing Discriminating Power by Using Relative Frequencies Vector of Ordinal Patterns Instead of Their Shannon Entropy
Open AccessArticle

Ordinal Pattern Based Entropies and the Kolmogorov–Sinai Entropy: An Update

Institute of Mathematics, University of Lübeck, D-23562 Lübeck, Germany
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Entropy 2020, 22(1), 63; https://doi.org/10.3390/e22010063
Received: 10 November 2019 / Revised: 30 December 2019 / Accepted: 1 January 2020 / Published: 2 January 2020
Different authors have shown strong relationships between ordinal pattern based entropies and the Kolmogorov–Sinai entropy, including equality of the latter one and the permutation entropy, the whole picture is however far from being complete. This paper is updating the picture by summarizing some results and discussing some mainly combinatorial aspects behind the dependence of Kolmogorov–Sinai entropy from ordinal pattern distributions on a theoretical level. The paper is more than a review paper. A new statement concerning the conditional permutation entropy will be given as well as a new proof for the fact that the permutation entropy is an upper bound for the Kolmogorov–Sinai entropy. As a main result, general conditions for the permutation entropy being a lower bound for the Kolmogorov–Sinai entropy will be stated. Additionally, a previously introduced method to analyze the relationship between permutation and Kolmogorov–Sinai entropies as well as its limitations will be investigated. View Full-Text
Keywords: ordinal patterns; Kolmogorov–Sinai entropy; permutation entropy; conditional entropy ordinal patterns; Kolmogorov–Sinai entropy; permutation entropy; conditional entropy
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MDPI and ACS Style

Gutjahr, T.; Keller, K. Ordinal Pattern Based Entropies and the Kolmogorov–Sinai Entropy: An Update. Entropy 2020, 22, 63. https://doi.org/10.3390/e22010063

AMA Style

Gutjahr T, Keller K. Ordinal Pattern Based Entropies and the Kolmogorov–Sinai Entropy: An Update. Entropy. 2020; 22(1):63. https://doi.org/10.3390/e22010063

Chicago/Turabian Style

Gutjahr, Tim; Keller, Karsten. 2020. "Ordinal Pattern Based Entropies and the Kolmogorov–Sinai Entropy: An Update" Entropy 22, no. 1: 63. https://doi.org/10.3390/e22010063

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