✦ LIBER ✦

Prediction and entropy of nonlinear dynamical systems and symbolic sequences with LRO

✍ Scribed by Werner Ebeling

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 898 KB
Volume: 109
Category: Article
ISSN: 0167-2789
DOI: 10.1016/s0167-2789(97)00157-7

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✦ Synopsis

Following Shannon we introduce higher order entropies and derive dynamic entropies. The nth order dynamic entropy (conditional entropy) is a measure of the uncertainty of the next state which follows after the observation of n foregoing states. The asymptotic behaviour of the dynamic entropies at large n is studied for several nonlinear model systems and for symbolic sequences with long-range order (LRO). For example we investigate 1D-maps, texts, DNA-strings and time series. It is shown that the existence of long correlations improves the possibility of predictions. Characteristic scaling laws for the higher order Shannon entropies and the conditional entropies are derived and a new interpolation formula is tested. Finally instead of the dynamic entropies which yield mean values of the uncertainty/predictability we investigate the local values of the uncertainty/predictability.

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