MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR

JC SCHOUTEN*, F TAKENS, CM VANDENBLEEK

*Corresponding author for this work

    Research output: Contribution to journalArticleAcademicpeer-review

    169 Citations (Scopus)

    Abstract

    In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the estimation.

    Original languageEnglish
    Pages (from-to)126-129
    Number of pages4
    JournalPhysical Review E
    Volume49
    Issue number1
    Publication statusPublished - Jan-1994

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