Two methods are presented for the computation of the Kolmogorov entropy from a time series with a direct approach (i.e. by computing the probabilities of occurrence of various box sequences). Performance of both methods on a single i860 processor is compared and an implementation of the second one on a multi-i860 distributed memory system is shown.
Computing the Kolmogorov entropy from a time series: Vector and parallel implementations
A Corana;
1994
Abstract
Two methods are presented for the computation of the Kolmogorov entropy from a time series with a direct approach (i.e. by computing the probabilities of occurrence of various box sequences). Performance of both methods on a single i860 processor is compared and an implementation of the second one on a multi-i860 distributed memory system is shown.File in questo prodotto:
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