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arXiv 0908.3401nlin.CDnlin.AO
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来自递归时间的Kolmogorov-Sinai熵

Kolmogorov-Sinai entropy from recurrence times

M. S. Baptista, E. J. Ngamga, Paulo R. F. Pinto, Margarida Brito, J. Kurths

摘要:

观察一个动态系统需要多长时间才能恢复到某个状态,是从数据序列中建模和量化其动态的最简单方法之一。本文提出了两个公式来估计KS熵和它的下界,一种每单位时间的香农熵,从混沌系统的递归时间。一个公式提供了KS熵,并且更具有理论导向性,因为人们还必须测量低概率的长期回报。另一个提供了一个下限的KS熵和更多的实验导向,因为一个测量只有高概率的短期回报。这些公式是一个事实的结果,即一系列的回报确实包含了产生它的轨迹的相同信息,这表明递归时间在建立复杂系统模型时可能是有价值的。

英文摘要:

Observing how long a dynamical system takes to return to some state is one of the most simple ways to model and quantify its dynamics from data series. This work proposes two formulas to estimate the KS entropy and a lower bound of it, a sort of Shannon's entropy per unit of time, from the recurrence times of chaotic systems. One formula provides the KS entropy and is more theoretically oriented since one has to measure also the low probable very long returns. The other provides a lower bound for the KS entropy and is more experimentally oriented since one has to measure only the high probable short returns. These formulas are a consequence of the fact that the series of returns do contain the same information of the trajectory that generated it. That suggests that recurrence times might be valuable when making models of complex systems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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