| Palus M. (1996b) "Coarse-grained entropy rates for characterization of complex time series," Physica D 93 64--77. |
....s3 = Q s3 jP s1 ) ffi Gamma Q s3 ; Q s3 =s1 i=1 P (i) s1 s3 Delta . If one defines Delta s3 (P s3 ; Q s3 ) to be the absolute value of the difference between the Shannon entropies of the two Omega s3 distributions P s3 and Q s3 , then I s1 ;s 2 ;s 3 (P s3 ) is simply the redundancy [15, 10] between P s3 and the s 3 =s 1 copies of P s1 : H(P s3 ) Gamma (s 3 =s 1 )H(P s1 ) This is a particularly simple and straightforward self dissimilarity measure and can be calculated in closed form for simple physical systems. In addition, it is well known how to form the Bayes optimal estimate ....
Palus, M. "Coarse-grained entropy rates for characterization of complex time series", Santa Fe Institute TR 94-06-040, 1994
....such data amounts cannot usually be recorded. Also in such cases, however, estimations of the redundancies n ( can be useful in two important tasks: Neural Network World 3 97, 269 292 ffl Relative quantification of studied system(s) by using so called coarse grained entropy rates [51], which are not suitable for estimating the metric entropy, but provide a classification of different systems (system states) equivalent to the classification based on the metric entropy. ffl Qualitative characterization of data (systems) under study, namely applications in nonlinearity tests ....
Palus M.: Coarse-grained entropy rates for characterization of complex time series. Physica D 93, 1996b, 64-77.
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Palus M. (1996b) "Coarse-grained entropy rates for characterization of complex time series," Physica D 93 64--77.
....process forgets its history. The entropy rate, in the case of dynamical systems called Kolmogorov Sinai entropy (KSE) is a suitable tool for quantification of dynamics of systems or processes, however, possibilities of its estimation from experimental data are limited to a few exceptional cases [6]. Instead, Palus [6] has proposed to compute coarse grained entropy rates (CER s) as relative measures of information creation and of regularity and predictability of studied processes. Let fx(t)g be a time series considered as a realization of a stationary and ergodic stochastic process ....
....history. The entropy rate, in the case of dynamical systems called Kolmogorov Sinai entropy (KSE) is a suitable tool for quantification of dynamics of systems or processes, however, possibilities of its estimation from experimental data are limited to a few exceptional cases [6] Instead, Palus [6] has proposed to compute coarse grained entropy rates (CER s) as relative measures of information creation and of regularity and predictability of studied processes. Let fx(t)g be a time series considered as a realization of a stationary and ergodic stochastic process fX(t)g, t = 1; 2; 3; ....
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M. Palus, "Coarse-grained entropy rates for characterization of complex time series," Physica D, vol. 93, pp. 64--77, 1996.
No context found.
Palus M. [1996b] "Coarse-grained entropy rates for characterization of complex time series," Physica D 93 64--77.
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