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Enlarged scaling ranges for the KS-entropy and the information dimension

Holger Kantz·Thomas Schürmann
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Abstract

Numerical estimates of the Kolmogorov-Sinai entropy based on a finite amount of data decay towards zero in the relevant limits. Rewriting differences of block entropies as averages over decay rates, and ignoring all parts of the sample where these rates are uncomputable because of the lack of neighbours, yields improved entropy estimates. In the same way, the scaling range for estimates of the information dimension can be extended considerably. The improvement is demonstrated for experimental data.

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Holger Kantz, Thomas Schürmann. 2002-03-21. Enlarged scaling ranges for the KS-entropy and the information dimension. https://doi.org/10.1063/1.166161

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