Modified correlation entropy estimation for a noisy chaotic time series | |
Jayawardena, A. W.1; Xu, Pengcheng2![]() | |
刊名 | CHAOS
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2010-06-01 | |
卷号 | 20期号:2页码:11 |
ISSN号 | 1054-1500 |
DOI | 10.1063/1.3382013 |
英文摘要 | 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] |
WOS研究方向 | Mathematics ; Physics |
语种 | 英语 |
出版者 | AMER INST PHYSICS |
WOS记录号 | WOS:000280304600004 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/9251] ![]() |
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. |
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