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Permutation group entropy: A new route to complexity for real-valued processes
José M Amigó1, Roberto Dale1, Piergiulio Tempesta2
1Centro de Investigación Operativa, Universidad Miguel Hernández, 03202 Elche, Spain.
Abstract:
This is a review of group entropy and its application to permutation complexity. Specifically, we revisit a new approach to the notion of complexity in the time series analysis based on both permutation entropy and group entropy. As a result, the permutation entropy rate can be extended from deterministic dynamics to random processes. More generally, our approach provides a unified framework to discuss chaotic and random behaviors.
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