A maximum likelihood approach to correlation dimension and entropy estimation
β Scribed by E. Olofsen; J. Degoede; R. Heijungs
- Publisher
- Springer
- Year
- 1992
- Tongue
- English
- Weight
- 674 KB
- Volume
- 54
- Category
- Article
- ISSN
- 1522-9602
No coin nor oath required. For personal study only.
β¦ Synopsis
To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the use of the estimators with a local recording of atrial fibrillation obtained from a conscious dog.
π SIMILAR VOLUMES
From the sole knowledge (at a finite number of points) of the numerical values of the potential V ( r ) corresponding to Schrodinger's radial equation, it is found that recourse to Information Theory (IT) concepts allows one to infer the pertinent wave functions (and eigenvalues) without attempting