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

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.

Automated summary

This review discusses group entropy and its application to permutation complexity. A new approach to complexity in time series analysis based on permutation entropy and group entropy is revisited. The results show that the permutation entropy rate can be extended to random processes, providing a unified framework to discuss chaotic and random behaviors.