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arXiv · 1502.01309

Entropy determination based on the ordinal structure of a dynamical system

Karsten Keller·Sergiy Maksymenko·Inga Stolz
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Abstract

The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of determining the Kolmogorov-Sinai entropy of a measure-preserving dynamical system via increasing sequences of order generated partitions of the state space. Our main focus are measuring processes without information loss. Particularly, we consider the question of the minimal necessary number of measurements related to the properties of a given dynamical system.

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Karsten Keller, Sergiy Maksymenko, Inga Stolz. 2015-02-04. Entropy determination based on the ordinal structure of a dynamical system. https://doi.org/10.3934/dcdsb.2015.20.3507

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