Permutation Excess Entropy and Mutual Information between the Past and Future
Chaotic Dynamics
2011-12-13 v1 Information Theory
math.IT
Data Analysis, Statistics and Probability
Abstract
We address the excess entropy, which is a measure of complexity for stationary time series, from the ordinal point of view. We show that the permutation excess entropy is equal to the mutual information between two adjacent semi-infinite blocks in the space of orderings for finite-state stationary ergodic Markov processes. This result may shed a new light on the relationship between complexity and anticipation.
Cite
@article{arxiv.1112.2491,
title = {Permutation Excess Entropy and Mutual Information between the Past and Future},
author = {Taichi Haruna and Kohei Nakajima},
journal= {arXiv preprint arXiv:1112.2491},
year = {2011}
}
Comments
14 pages, 10th International Conference on Computing Anticipatory Systems, Liege, Belgium, August 11, 2011