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Permutation Entropy of Weakly Noise-Affected Signals
Leonardo Ricci1,2, Antonio Politi3
1Department of Physics, University of Trento, 38123 Trento, Italy.
Abstract:
We analyze the permutation entropy of deterministic chaotic signals affected by a weak observational noise. We investigate the scaling dependence of the entropy increase on both the noise amplitude and the window length used to encode the time series. In order to shed light on the scenario, we perform a multifractal analysis, which allows highlighting the emergence of many poorly populated symbolic sequences generated by the stochastic fluctuations. We finally make use of this information to reconstruct the noiseless permutation entropy. While this approach works quite well for Hénon and tent maps, it is much less effective in the case of hyperchaos. We argue about the underlying motivations.
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