Permutation Excess Entropy and Mutual Information between the Past and Future

Details Permutation Excess Entropy and Mutual Information between the Past and Future Permutation Excess Entropy and Mutual Information between the Past and Future

2011-12-12

arxiv.org/abs/1112.2491v1

Nonlinear Sciences

Chaotic Dynamics

14 pages, 10th International Conference on Computing Anticipatory Systems, Liege, Belgium, August 11, 2011

Scientific paper

We address the excess entropy, which is a measure of complexity for stationary time series, from the ordinal point of view. We show that the permutation excess entropy is equal to the mutual information between two adjacent semi-infinite blocks in the space of orderings for finite-state stationary ergodic Markov processes. This result may shed a new light on the relationship between complexity and anticipation.

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