Calculating Permutation Entropy without Permutations

Abstract

A method for analyzing sequential data sets, similar to the permutation entropy one, is discussed. The characteristic features of this method are as follows: it preserves information about equal values, if any, in the embedding vectors; it is exempt from combinatorics; and it delivers the same entropy value as does the permutation method, provided the embedding vectors do not have equal components. In the latter case, this method can be used instead of the permutation one. If embedding vectors have equal components, this method could be more precise in discriminating between similar data sets.