Modified correlation entropy estimation for a noisy chaotic time series

doi:10.1063/1.3382013

CSpace > 应用数学研究所

	Modified correlation entropy estimation for a noisy chaotic time series
	Jayawardena, A. W.1; Xu, Pengcheng2 ; Li, W. K.3
	2010-06-01
发表期刊	CHAOS
ISSN	1054-1500
卷号	20 期号:2 页码:11
摘要	A method of estimating the Kolmogorov Sinai (KS) entropy, herein referred to as the modified correlation entropy, is presented. The method can be applied to both noise-free and noisy chaotic time series. It has been applied to some clean and noisy data sets and the numerical results show that the modified correlation entropy is closer to the KS entropy of the nonlinear system calculated by the Lyapunov spectrum than the general correlation entropy. Moreover, the modified correlation entropy is more robust to noise than the correlation entropy. (C) 2010 American Institute of Physics. [doi:10.1063/1.3382013]
DOI	10.1063/1.3382013
语种	英语
WOS研究方向	Mathematics ; Physics
WOS类目	Mathematics, Applied ; Physics, Mathematical
WOS记录号	WOS:000280304600004
出版者	AMER INST PHYSICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9252
专题	应用数学研究所
通讯作者	Jayawardena, A. W.
作者单位	1.Publ Works Res Inst, Int Ctr Water Hazard & Risk Managetnent, Tsukuba, Ibaraki 3058516, Japan 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Jayawardena, A. W.,Xu, Pengcheng,Li, W. K.. Modified correlation entropy estimation for a noisy chaotic time series[J]. CHAOS,2010,20(2):11.
APA	Jayawardena, A. W.,Xu, Pengcheng,&Li, W. K..(2010).Modified correlation entropy estimation for a noisy chaotic time series.CHAOS,20(2),11.
MLA	Jayawardena, A. W.,et al."Modified correlation entropy estimation for a noisy chaotic time series".CHAOS 20.2(2010):11.