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Article dans une revue
The ordinal Kolmogorov-Sinai entropy: A generalized approximation
Abstract : We introduce the multi-dimensional ordinal arrays complexity as a generalized approximation of the ordinal Komogorov-Sinai entropy. The ordinal arrays entropy (OAE) is defined as the Shannon entropy of a series of m-ordinal patterns encoded symbols, while the ordinal arrays complexity (OAC) is defined as the differential of the OAE with respect to m. We theoretically establish that the OAC provides a better estimate of the complexity measure for short length time series. Simulations were carried out using discrete maps, and confirm the efficiency of the OAC as complexity measure from a small data set even in a noisy environment. (C) 2016 Elsevier B.V. All rights reserved.
https://hal-univ-bourgogne.archives-ouvertes.fr/hal-01442696
Contributeur : LE2I - université de Bourgogne Connectez-vous pour contacter le contributeur
Soumis le : vendredi 20 janvier 2017 - 19:46:16
Dernière modification le : dimanche 26 juin 2022 - 00:45:40
Contributeur : LE2I - université de Bourgogne Connectez-vous pour contacter le contributeur
Soumis le : vendredi 20 janvier 2017 - 19:46:16
Dernière modification le : dimanche 26 juin 2022 - 00:45:40