An approach to comparing Kolmogorov-Sinai and permutation entropy
1 Institute of Mathematics, University of Lübeck, 23538 Lübeck, Germany
2 Graduate School for Computing in Medicine and Life Sciences, University of Lübeck, 23538 Lübeck, Germany
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Revised: 25 April 2013
Published online: 25 June 2013
In this paper we discuss the relationship between permutation entropy and Kolmogorov-Sinai entropy in the one-dimensional case. For this, we consider partitions of the state space of a dynamical system using ordinal patterns of order (d + n− 1) on the one hand, and using n-letter words of ordinal patterns of order d on the other hand. The answer to the question of how different these partitions are provides an approach to comparing the entropies.
© EDP Sciences, Springer-Verlag, 2013