An optimized direct algorithm to estimate the Kolmogorov entropy from a time series
نویسندگان
چکیده
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 ICI of the Kolmogorov entropy, each obtained with a different length I of the box sequence, from 1 = 2 up to I,,,.
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تاریخ انتشار 2003