Modified correlation entropy estimation for a noisy chaotic time series

doi:10.1063/1.3382013

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 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
刊名	CHAOS
	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.