Permutation group entropy: A new route to complexity for real-valued processes

Chaos. 2022 Nov;32(11):112101. doi: 10.1063/5.0113335.

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.