An efficient approach to the calculation of the E-entropy is proposed. The method is based on the idea of looking at the information content of a string nf data hv annalyzing the signal only nt thp instants when the fluctuations are larger than a certain threshold is an element of, i.e., by looking at the exit-time statistics. The practical and theoretical advantages of our method with respect to the usual one are shown by the examples of a deterministic map and a self-affine stochastic process.

Exit-time approach to epsilon-entropy

Cencini M;Vergni D;
2000

Abstract

An efficient approach to the calculation of the E-entropy is proposed. The method is based on the idea of looking at the information content of a string nf data hv annalyzing the signal only nt thp instants when the fluctuations are larger than a certain threshold is an element of, i.e., by looking at the exit-time statistics. The practical and theoretical advantages of our method with respect to the usual one are shown by the examples of a deterministic map and a self-affine stochastic process.
2000
Istituto Applicazioni del Calcolo ''Mauro Picone''
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/280603
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