Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer entropy by counting the number of occurrences of orderings of values, not the values themselves. It has been suggested that the method of permutation is easy to ...

Entropy metrics (for example, permutation entropy) are nonlinear measures of irregularity in time series (one-dimensional data). Some these entropy can be generalised to data on periodic structures such as a grid or lattice pattern (two-dimensional data) using its symmetry, thus enabling their application images. However, have not been developed for signals sampled irregular domains, defined by...

In this paper we illustrate the potential of ordinal-patterns-based methods for analysis of real-world data and, especially, of electroencephalogram (EEG) data. We apply already known (empirical permutation entropy, ordinal pattern distributions) and new (empirical conditional entropy of ordinal patterns, robust to noise empirical permutation entropy) methods for measuring complexity, segmentat...

The characterisation of healthy ageing of the brain could help create a fingerprint of normal ageing that might assist in the early diagnosis of neurodegenerative conditions. This study examined changes in resting state magnetoencephalogram (MEG) permutation entropy due to age and gender in a sample of 220 healthy participants (98 males and 122 females, ages ranging between 7 and 84). Entropy w...

We analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the Rössler system. Upon varying the noise strength we find a transition from an almost-deterministic regime, where the permutation entropy grows slower than linearly with the pattern dimension, to a noise-dominated regime, where the permutation entropy grows faste...

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy rates—measures of new disorder per new observed value—are equal for ergodic finite-alphabet information sources (discrete-time stationary stochastic processes). With this...

Entropy is a powerful tool for the analysis of time series, as it allows describing the probability distributions of the possible state of a system, and therefore the information encoded in it. Nevertheless, important information may be codified also in the temporal dynamics, an aspect which is not usually taken into account. The idea of calculating entropy based on permutation patterns (that i...

We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of all permutations of the same length. Second, on this basis, we give an elementary alternative proof of the equality between the permutation entropy rate and ...