Kolmogorov entropy from a time series
- 1 March 1984
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 29 (3) , 1612-1614
- https://doi.org/10.1103/physreva.29.1612
Abstract
A practical algorithm for estimating the Kolmogorov () entropy directly from a time series is presented. In all the cases studied, we verify the conjecture that is the sum of the positive Lyapunov exponents.
Keywords
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