Permutation Complexity in Dynamical Systems: Ordinal Patterns, Permutation Entropy and All That

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The study of permutation complexity can be envisioned as a new kind of symbolic dynamics whose basic blocks are ordinal patterns, that is, permutations defined by the order relations among points in the orbits of dynamical systems.

Since its inception in 2002 the concept of permutation entropy has sparked a new branch of research in particular regarding the time series analysis of dynamical systems that capitalizes on the order structure of the state space. Indeed, on one hand ordinal patterns and periodic points are closely related, yet ordinal patterns are amenable to numerical methods, while periodicity is not.

Another interesting feature is that since it can be shown that random (unconstrained) dynamics has no forbidden patterns with probability one, their existence can be used as a fingerprint to identify any deterministic origin of orbit generation.

This book is primarily addressed to researchers working in the field of nonlinear dynamics and complex systems, yet will also be suitable for graduate students interested in these subjects. The presentation is a compromise between mathematical rigor and pedagogical approach. Accordingly, some of the more mathematical background needed for more in depth understanding has been shifted into the appendices.

Author(s): José Amigó (auth.)
Series: Springer Series in Synergetics
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 2010

Language: English
Pages: 280
Tags: Statistical Physics, Dynamical Systems and Complexity;Mathematical Methods in Physics;Data Structures, Cryptology and Information Theory;Applications of Mathematics

Front Matter....Pages i-xv
What Is This All About?....Pages 1-28
First Applications....Pages 29-48
Ordinal Patterns....Pages 49-67
Ordinal Structure of the Shifts....Pages 69-83
Ordinal Structure of the Signed Shifts....Pages 85-104
Metric Permutation Entropy....Pages 105-124
Topological Permutation Entropy....Pages 125-145
Discrete Entropy....Pages 147-158
Detection of Determinism....Pages 159-175
Space–Time Dynamics....Pages 177-194
Conclusion and Outlook....Pages 195-197
Back Matter....Pages 199-249