Enlarged scaling ranges for the KS-entropy and the information dimension.
Numerical estimates of the Kolmogorov-Sinai entropy based on a finite amount of data decay towards zero in the relevant limits. Rewriting differences of block entropies as averages over decay rates, and ignoring all parts of the sample where these rates are uncomputable because of the lack of neighbours, yields improved entropy estimates. In the same way, the scaling range for estimates of the information dimension can be extended considerably. The improvement is demonstrated for experimental data. (c) 1996 American Institute of Physics.
Kantz
Holger
H
Max-Planck-Institute for Physics of Complex Systems, Bayreuther Str. 40, D 01187 Dresden, GermanyDepartment of Theoretical Physics, University of Wuppertal, D 42097 Wuppertal, Germany.
Schurmann
Thomas
T