Phys. Rev. E 49, 126 (1994) - Maximum-likelihood estimation of the entropy of an attractor

Maximum-likelihood estimation of the entropy of an attractor

Jaap C. Schouten, Floris Takens, and Cor M. van den Bleek

Phys. Rev. E 49, 126 – Published 1 January 1994

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.

Received 15 July 1993

DOI:https://doi.org/10.1103/PhysRevE.49.126

©1994 American Physical Society

Authors & Affiliations

Jaap C. Schouten

Department of Chemical Process Technology, Delft University of Technology, Julianalaan 136, 2628 BL Delft, The Netherlands

Department of Mathematics and Computer Science, University of Groningen, P.O. Box 800, 9700 AV Groningen, The Netherlands

Cor M. van den Bleek

Department of Chemical Process Technology, Delft University of Technology, Julianalaan 136, 2628 BL Delft, The Netherlands

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Vol. 49, Iss. 1 — January 1994

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