Related papers: Permutation entropy revisited

In 2002, in a seminal article, Christoph Bandt and Bernd Pompe proposed a new methodology for the analysis of complex time series, now known as Ordinal Analysis. The ordinal methodology is based on the computation of symbols (known as…

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…

Here, we propose a new tool to estimate the complexity of a time series: the entropy of difference (ED). The method is based solely on the sign of the difference between neighboring values in a time series. This makes it possible to…

The concept of a hyperuniformity disorder length $h$ was recently introduced for analyzing volume fraction fluctuations for a set of measuring windows. This length permits a direct connection to the nature of disorder in the spatial…

Let $(X, d, \mu)$ be a space of homogeneous type, i.e. the measure $\mu$ satisfies doubling (volume) property with respect to the balls defined by the metric $d$. Let $L$ be a non-negative self-adjoint operator on $L^2(X)$. Assume that the…

A broad class of blocked or jammed configurations of particles on the one-dimensional lattice can be characterized in terms of local rules involving only the lengths of clusters of particles (occupied sites) and of holes (empty sites).…

Let $X$ be a compact complex manifold of dimension $k$ and $f:X \longrightarrow X$ be a dominating meromorphic map. We generalize the notion of topological entropy, by defining a quantity $h_{(m,l)}^{top}(f)$ which measures the action of…

Ordinal Patterns are a time-series data analysis tool used as a preliminary step to construct the Permutation Entropy which itself allows the same characterization of dynamics as chaotic or regular as more theoretical constructs such as the…

New notions of the complexity function C(epsilon;t,s) and entropy function S(epsilon;t,s) are introduced to describe systems with nonzero or zero Lyapunov exponents or systems that exhibit strong intermittent behavior with ``flights'',…

We present a new methodology for studying non-Hamiltonian nonlinear systems based on an information theoretic extension of a renormalization group technique using a modified maximum entropy principle. We obtain a rigorous dimensionally…

We analyze the nature of the structural order established in liquid TIP4P water in the framework provided by the multi-particle correlation expansion of the statistical entropy. Different regimes are mapped onto the phase diagram of the…

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…

We discuss some properties of the generalized entropies, called Renyi entropies and their application to the case of continuous distributions. In particular it is shown that these measures of complexity can be divergent, however, their…

The most common state space reconstruction method in the analysis of chaotic time series is the Method of Delays (MOD). Many techniques have been suggested to estimate the parameters of MOD, i.e. the time delay $\tau$ and the embedding…

We combine an axiomatics of R\'{e}nyi with the $q$--deformed version of Khinchin axioms to obtain a measure of information (i.e., entropy) which accounts both for systems with embedded self-similarity and non-extensivity. We show that the…

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

We numerically calculate, at the edge of chaos, the time evolution of the nonextensive entropic form $S_q \equiv [1-\sum_{i=1}^W p_i^q]/[q-1]$ (with $S_1=-\sum_{i=1}^Wp_i \ln p_i$) for two families of one-dimensional dissipative maps,…

The NP-complete Permutation Pattern Matching problem asks whether a permutation P (the pattern) can be matched into a permutation T (the text). A matching is an order-preserving embedding of P into T. In the Generalized Permutation Pattern…

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…