The computation of the Kolmogorov entropy from a time series with a direct method involves the evaluation of the probabilities of the box sequences in the phase-space. This approach leads to a particular string matching problem. In this work an optimized algorithm is presented for 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.
An optimized direct algorithm to estimate the Kolmogorov entropy from a time series
Corana A;
1995
Abstract
The computation of the Kolmogorov entropy from a time series with a direct method involves the evaluation of the probabilities of the box sequences in the phase-space. This approach leads to a particular string matching problem. In this work an optimized algorithm is presented for 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.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
