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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…

Data Analysis, Statistics and Probability · Physics 2021-03-08 José M. Amigó , Roberto Dale , Piergiulio Tempesta

Entropy measures have become increasingly popular as an evaluation metric for complexity in the analysis of time series data, especially in physiology and medicine. Entropy measures the rate of information gain, or degree of regularity in a…

Methodology · Statistics 2015-12-03 Chee Chun Gan , Gerard Learmonth

The paper makes the observation that all orders of information entropy are equal in signals composed of repeating units of distinct symbols where the units can be classified as a member of a symmetry group. This leads to an improved metric…

Information Theory · Computer Science 2010-07-14 Reginald D. Smith

For random maps, the expected value of the order (i.e. the period of the sequence of compositional iterates) is approximated asymptotically. It is much smaller than the expected value for the product of the cycle lengths.

Combinatorics · Mathematics 2007-11-05 Eric Schmutz

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Statistical Mechanics · Physics 2013-05-24 Amir Aghamohammadi , Amir H. Fatollahi , Mohammad Khorrami , Ahmad Shariati

Entropy metrics (for example, permutation entropy) are nonlinear measures of irregularity in time series (one-dimensional data). Some of these entropy metrics can be generalised to data on periodic structures such as a grid or lattice…

Combinatorics · Mathematics 2021-10-22 John Stewart Fabila-Carrasco , Chao Tan , Javier Escudero

The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…

Computational Complexity · Computer Science 2016-05-06 Anatol Slissenko

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 time serie analysis, based on both permutation entropy and group entropy. As a result,…

Mathematical Physics · Physics 2024-01-24 José M. Amigó , Roberto Dale , Piergiulio Tempesta

We prove existence of asymptotic entropy of random walks on regular languages over a finite alphabet and we give formulas for it. Furthermore, we show that the entropy varies real-analytically in terms of probability measures of constant…

Probability · Mathematics 2015-03-11 Lorenz A. Gilch

A method for analyzing sequential data sets, similar to the permutation entropy one, is discussed. The characteristic features of this method are as follows: it preserves information about equal values, if any, in the embedding vectors; it…

Data Analysis, Statistics and Probability · Physics 2023-06-16 Alexander Vidybida

Entropy can signify different things: For instance, heat transfer in thermodynamics or a measure of information in data analysis. Many entropies have been introduced and it can be difficult to ascertain their different importance and…

Mathematical Physics · Physics 2025-07-10 Henrik Jeldtoft Jensen , Piergiulio Tempesta

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

We ask the question whether entropy accumulates, in the sense that the operationally relevant total uncertainty about an $n$-partite system $A = (A_1, \ldots A_n)$ corresponds to the sum of the entropies of its parts $A_i$. The Asymptotic…

Quantum Physics · Physics 2022-10-05 Frederic Dupuis , Omar Fawzi , Renato Renner

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

The entropy rates of the Wright-Fisher process, the Moran process, and generalizations are computed and used to compare these processes and their dependence on standard evolutionary parameters. Entropy rates are measures of the variation…

Dynamical Systems · Mathematics 2014-03-26 Marc Harper

The Random Permutation Set (RPS) is a new type of set proposed recently, which can be regarded as the generalization of evidence theory. To measure the uncertainty of RPS, the entropy of RPS and its corresponding maximum entropy have been…

Information Theory · Computer Science 2024-03-12 Jiefeng Zhou , Zhen Li , Kang Hao Cheong , Yong Deng

The relationship between three probability distributions and their maximizable entropy forms is discussed without postulating entropy property. For this purpose, the entropy I is defined as a measure of uncertainty of the probability…

Statistical Mechanics · Physics 2020-10-28 Qiuping A. Wang

Consider a state of a system with several subsystems. The entropies of the reduced state on different subsystems obey certain inequalities, provided there is an equivalence relation, and a function measuring volumes or weights of…

Mathematical Physics · Physics 2009-11-07 Bernhard Baumgartner

We study the entropy of the set traced by an $n$-step random walk on $\Z^d$. We show that for $d \geq 3$, the entropy is of order $n$. For $d = 2$, the entropy is of order $n/\log^2 n$. These values are essentially governed by the size of…

Probability · Mathematics 2015-05-13 Itai Benjamini , Gady Kozma , Ariel Yadin , Amir Yehudayoff
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