On Rényi Permutation Entropy

Entropy (Basel). 2021 Dec 24;24(1):37. doi: 10.3390/e24010037.

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.

Keywords: Kolmogorov–Sinai entropy; Rényi entropy; permutation entropy.