Novel measures of pairwise time series interdependence using graph permutation entropies: An application to brain functional connectivity

Permutation entropy (PE) has been widely used to assess the complexity of time series and, in this context, has been applied to the analysis of various types of signals. In this paper, we advance the theory related to PE by defining joint entropy, mutual information, and quadratic dependence measures based on so-called graph permutation entropies. Similarly to their original counterparts commonly employed in information theory, the proposed measures aim to quantify the interdependence between ti