Maximum-likelihood estimation of the entropy of an attractor

著者: J.C. Schouten, Floris Takens, C.M. van den Bleek - Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics 1994 被引用: 201

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.