MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR

Authors
SCHOUTEN JC TAKENS F VANDENBLEEK CM
Citation
Jc. Schouten et al., MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 49(1), 1994, pp. 126-129
Citations number
9
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
49
Issue
1
Year of publication
1994
Pages
126 - 129
Database
ISI
SICI code
1063-651X(1994)49:1<126:MOTEOA>2.0.ZU;2-K
Abstract
In this paper, a maximum-likelihood estimate of the (Kolmogorov) entro py of an attractor is proposed that can be obtained directly from a ti me series. Also, the relative standard deviation of the entropy estima te is derived; it is dependent on the entropy and on the number of sam ples used in the estimation.