AN OPTIMIZED DIRECT ALGORITHM TO ESTIMATE THE KOLMOGOROV-ENTROPY FROMA TIME-SERIES

Authors
CORANA A ROLANDO C
Citation
A. Corana et C. Rolando, AN OPTIMIZED DIRECT ALGORITHM TO ESTIMATE THE KOLMOGOROV-ENTROPY FROMA TIME-SERIES, Physics letters. A, 207(1-2), 1995, pp. 77-82
Citations number
15
Categorie Soggetti
Physics
Journal title
Physics letters. A → ACNP
ISSN journal
03759601
Volume
207
Issue
1-2
Year of publication
1995
Pages
77 - 82
Database
ISI
SICI code
0375-9601(1995)207:1-2<77:AODATE>2.0.ZU;2-I
Abstract
The computation of the Kolmogorov entropy from a time series with a di rect method involves the evaluation of the probabilities of the box se quences in the phase-space. This approach leads to a particular string matching problem. In this work an optimized algorithm is presented fo r the efficient computation of various estimates K-l of the Kolmogorov entropy, each obtained with a different length l of the box sequence, from l = 2 up to l(max).