A maximum likelihood approach to correlation dimension and entropy estimation
Author(s) -
Erik Olofsen,
J. DeGoede,
Reinout Heijungs
Publication year - 1992
Publication title -
bulletin of mathematical biology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.693
H-Index - 89
eISSN - 1522-9602
pISSN - 0092-8240
DOI - 10.1007/bf02458619
Subject(s) - estimator , mathematics , monte carlo method , dimension (graph theory) , correlation dimension , statistical physics , correlation , entropy (arrow of time) , series (stratigraphy) , maximum likelihood , principle of maximum entropy , statistics , mathematical analysis , physics , fractal dimension , combinatorics , thermodynamics , paleontology , geometry , biology , fractal
To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the use of the estimators with a local recording of atrial fibrillation obtained from a conscious dog.
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