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On Rényi Permutation Entropy
1Institute of Mathematics, University of Lübeck, D-23562 Lübeck, Germany.
Abstract:
Among various modifications of the permutation entropy defined as the Shannon entropy of the ordinal pattern distribution underlying a system, a variant based on Rényi entropies was considered in a few papers. This paper discusses the relatively new concept of Rényi permutation entropies in dependence of non-negative real number q parameterizing the family of Rényi entropies and providing the Shannon entropy for q=1. Its relationship to Kolmogorov-Sinai entropy and, for q=2, to the recently introduced symbolic correlation integral are touched.
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