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American Physical Society, Physical review E: Statistical physics, plasmas, fluids, and related interdisciplinary topics, 1(49), p. 126-129, 1994

DOI: 10.1103/physreve.49.126

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Maximum-Likelihood Estimation of the Entropy of an Attractor

Journal article published in 1994 by Schouten Jc, Jaap C. Schouten, Floris Takens, Cor M. van den Bleek, van den Bleek Cm
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This paper is available in a repository.

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Abstract

In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the estimation.