Enlarged scaling ranges for the KS-entropy and the information dimension

被引:17
作者
Kantz, H [1 ]
Schurmann, T [1 ]
机构
[1] BERG UNIV GESAMTHSCH WUPPERTAL,DEPT THEORET PHYS,D-42097 WUPPERTAL,GERMANY
关键词
D O I
10.1063/1.166161
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Numerical estimates of the Kolmogorov-Sinai entropy based on a finite amount of data decay towards zero in the relevant limits. Rewriting differences of block entropies as averages over decay rates, and ignoring all parts of the sample where these rates are uncomputable because of the lack of neighbours, yields improved entropy estimates. In the same way, the scaling range for estimates of the information dimension can be extended considerably. The improvement is demonstrated for experimental data. (C) 1996 American Institute of Physics.
引用
收藏
页码:167 / 171
页数:5
相关论文
共 21 条
[1]  
BADII R, 1985, J STAT PHYS, V40, P725, DOI 10.1007/BF01009897
[2]  
Billingsley P., 1965, ERGODIC THEORY INFOR
[3]  
BOESIGER P, 1977, PHYS REV LETT, V38, P602
[4]  
Broomhead D. S., 1988, Complex Systems, V2, P321
[5]  
CASDAGLI M, 1991, J R STAT SOC B, V54, P303
[6]   GENERATING PARTITION FOR THE STANDARD MAP [J].
CHRISTIANSEN, F ;
POLITI, A .
PHYSICAL REVIEW E, 1995, 51 (05) :R3811-R3814
[7]   COMPUTING THE KOLMOGOROV-ENTROPY FROM TIME SIGNALS OF DISSIPATIVE AND CONSERVATIVE DYNAMICAL-SYSTEMS [J].
COHEN, A ;
PROCACCIA, I .
PHYSICAL REVIEW A, 1985, 31 (03) :1872-1882
[8]   ENTROPY OF SYMBOLIC SEQUENCES - THE ROLE OF CORRELATIONS [J].
EBELING, W ;
NICOLIS, G .
EUROPHYSICS LETTERS, 1991, 14 (03) :191-196
[9]   LIAPUNOV EXPONENTS FROM TIME-SERIES [J].
ECKMANN, JP ;
KAMPHORST, SO ;
RUELLE, D ;
CILIBERTO, S .
PHYSICAL REVIEW A, 1986, 34 (06) :4971-4979
[10]   ERGODIC-THEORY OF CHAOS AND STRANGE ATTRACTORS [J].
ECKMANN, JP ;
RUELLE, D .
REVIEWS OF MODERN PHYSICS, 1985, 57 (03) :617-656