https://doi.org/10.1140/epjst/e2013-01846-7
Regular Article
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
a e-mail: unakafova@math.uni-luebeck.de
Received:
27
March
2013
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