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Article: Modified correlation entropy estimation for a noisy chaotic time series

TitleModified correlation entropy estimation for a noisy chaotic time series
Authors
Jayawardena, AWXu, PLi, WK
Issue Date2010
PublisherAmerican Institute of Physics. The Journal's web site is located at http://chaos.aip.org/chaos/staff.jsp
Citation
Chaos, 2010, v. 20 n. 2, article no. 023104, p. 1-11 How to Cite?
DOI: http://dx.doi.org/10.1063/1.3382013
AbstractA method of estimating the Kolmogorov-Sinai (KS) entropy, herein referred to as the modified correlation entropy, is presented. The method can be applied to both noise-free and noisy chaotic time series. It has been applied to some clean and noisy data sets and the numerical results show that the modified correlation entropy is closer to the KS entropy of the nonlinear system calculated by the Lyapunov spectrum than the general correlation entropy. Moreover, the modified correlation entropy is more robust to noise than the correlation entropy. © 2010 American Institute of Physics.
Persistent Identifierhttp://hdl.handle.net/10722/142511
ISSN
1054-1500
2021 Impact Factor: 3.741
2020 SCImago Journal Rankings: 0.971
ISI Accession Number ID
WOS:000280304600004
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorJayawardena, AWen_HK
dc.contributor.authorXu, Pen_HK
dc.contributor.authorLi, WKen_HK
dc.date.accessioned2011-10-28T02:50:02Z-
dc.date.available2011-10-28T02:50:02Z-
dc.date.issued2010en_HK
dc.identifier.citationChaos, 2010, v. 20 n. 2, article no. 023104, p. 1-11-
dc.identifier.issn1054-1500en_HK
dc.identifier.urihttp://hdl.handle.net/10722/142511-
dc.description.abstractA method of estimating the Kolmogorov-Sinai (KS) entropy, herein referred to as the modified correlation entropy, is presented. The method can be applied to both noise-free and noisy chaotic time series. It has been applied to some clean and noisy data sets and the numerical results show that the modified correlation entropy is closer to the KS entropy of the nonlinear system calculated by the Lyapunov spectrum than the general correlation entropy. Moreover, the modified correlation entropy is more robust to noise than the correlation entropy. © 2010 American Institute of Physics.en_HK
dc.languageengen_US
dc.publisherAmerican Institute of Physics. The Journal's web site is located at http://chaos.aip.org/chaos/staff.jspen_HK
dc.relation.ispartofChaosen_HK
dc.rightsCopyright 2010 American Institute of Physics. This article may be downloaded for personal use only. Any other use requires prior permission of the author and the American Institute of Physics. The following article appeared in Chaos, 2010, v. 20 n. 2, article no. 023104, p. 1-11 and may be found at https://doi.org/10.1063/1.3382013-
dc.titleModified correlation entropy estimation for a noisy chaotic time seriesen_HK
dc.typeArticleen_HK
dc.identifier.emailLi, WK: hrntlwk@hku.hken_HK
dc.identifier.authorityLi, WK=rp00741en_HK
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.1063/1.3382013en_HK
dc.identifier.scopuseid_2-s2.0-77954553871en_HK
dc.identifier.hkuros184452en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-77954553871&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume20en_HK
dc.identifier.issue2en_HK
dc.identifier.spagearticle no. 023104, p. 1-
dc.identifier.epagearticle no. 023104, p. 11-
dc.identifier.isiWOS:000280304600004-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridJayawardena, AW=7005049253en_HK
dc.identifier.scopusauthoridXu, P=8440784800en_HK
dc.identifier.scopusauthoridLi, WK=14015971200en_HK
dc.identifier.issnl1054-1500-

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